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January 14, 2016 02:40 PM

Mom-to-be Keri Russell is back to work.

The Americans star was spotted on set in Brooklyn, New York, filming scenes along with costar and boyfriend boyfriend Matthew Rhys.

Photos showed Russell smoking while in character as undercover spy Elizabeth Jennings. (Don’t worry, a rep for the series tells PEOPLE that the cigarette is fake.)

In the scene, a pregnant Russell appears to be in a phone booth, puffing on the cigarette in a large brown coat that hides her baby bump.

A source confirmed to PEOPLE earlier this month that the Felicity alum is expecting a baby with Rhys, 41.

The 39-year-old actress is already mom to daughter Willa Lou, 3, and son River, 7. This will be Russell’s first child with Rhys.

Keri Russell
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A friend of the couple previously told PEOPLE that Rhys and Russell are “thrilled” about their new little one.

After months of romance rumors, PEOPLE confirmed that the two are dating in 2014.

With reporting by MICHELE CORRISTON

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