Nicole Kidman and Keith Urban Hit the Gym in Vogue

Parents-to-be Nicole Kidman and hubby Keith Urban head to the gym in Nashville, Tennessee on Tuesday to get their workout on.

It had been rumored that Nicole, 40, was doing a pregnant nude cover shoot with legendary photographer Patrick Demarchelier, but actually, she will appear on the cover of the July issue of Vogue and is fully clothed. The photographer was reportedly Annie Leibovitz, the same photographer who photographed the controversial Miley Cyrus pictures in Vanity Fair.

“There is no nude cover,” a source told E!. “They’re just gorgeous Annie pics.”