Kate Ferdinand said she has suffered from anxiety for as long as she can remember.
The reality star told Women’s Health Going For Goal podcast that being active helps her to control the condition.
She added that when she cannot be busy she begins to “really struggle with it”.
Anxiety is “something I’ve suffered with from when I can remember”, Ferdinand said, adding: “It can start over the simplest thing, and it’s just my mind playing tricks on me and can get out of control.
“But I do find that when I exercise or go for a walk, I seem to feel better for the day.”
She added that former footballer Rio often tells her “to sit down and relax” but she feels “guilty” when she does.
Ferdinand added that she has felt “quite emotional” and “a little bit insecure” since becoming pregnant.
“The first three months I really, really struggled,” she said.
“I’m normally really active and I run around like a lunatic, just doing everything constantly.
“And I just couldn’t… get my head around being tired and not having the energy to go to the gym.
“But as I’m in the second trimester, I feel a bit more normal.”
It was revealed in June that Ferdinand is expecting a child.
She has been in a relationship with Rio since 2017.