The 25-year-old was seen riding the waves off a beach in Kauai, Hawaii alone with her baby bump on show in an athletic bikini.
She appeared relaxed and happy, greeting fellow beach-goers at the popular surfing spot.
Last month, Bethany and husband Adam Dirks revealed they were expecting their first child together.
It was the announcement of a change of pace for the sporty couple who last year competed in season 25 of The Amazing Race - a show which features eleven teams of two in a race around the world to win $1million. They came in third place.
The couple, who married in August 2013, informed fans about their baby boy with a pre-recorded interview from their Hawaii home.