The actress hit the red carpet at Cineworld Leicester Square on Tuesday, November 13 with castmates Jude Law, Johnny Depp, Zoe Kravitz and Eddie Redmayne and showed off her baby bump in a form-fitting yellow Calvin Klein gown.
Katherine, who plays Tina Goldstein in the "Fantastic Beasts" films, didn't talk about her baby news at the premiere and refused to reveal who the father is.
Waterston recently revealed she struggled with her character's leather coat in the "Fantastic Beasts" sequel, because it was heavy as hell - and every scene was like a workout.
"I wear a navy blue leather trench that I think weighs about 30 pounds," she told BuzzFeed. "Maybe that's not a lot of weight for a strong person, but I had to kind of get fit for the coat. It was sort of like trying to move through mud up to your neck. It's like something's trying to pull you to the ground all the time."
And, according to castmate Eddie Redmayne, she developed a twitch every time she had to put the coat on. "She would not be comfortable unless she fiddled with her belt," he explained.
"Yeah, because if I tied the belt really tight, it would kind of lift the weight off my shoulders a little," Waterston added. "I got kind of jacked just from the coat. I could start a workout - the Leather Coat Workout. Make a (fitness) video."