The two were spotted picking up cold beverages at a coffee retail chain before heading into an obstetrics office, Us Weekly reported Tuesday.
Earlier in March, Us broke the news that Knapp, 21, was expecting and had told friends that Phillippe, her on-again, off-again boyfriend until last September, was the daddy.
Phillippe, who is already father to Ava, 11, and Deacon, 7, with ex-wife Reese Witherpsoon, has stayed silent throughout his ex's pregnancy.
The "Lincoln Lawyer" actor was dating "Red Riding Hood" star Amanda Seyfriend when news of Knapp's pregnancy broke. Now, the couple appears to have called it quits.
Could Knapp be the reason?
"He doesn't know if he's the father," a source told US. "If it's his, he'll take responsibility."
The source added that Phillippe plans to take a paternity test to find out for sure.
Until then, he appears to be stepping up. The 36-year-old actor later dropped Knapp, who had a minor in "So Undercover," off at her home following her doctor's visit.
Phillippe and Knapp's reps did not respond to requests for comment.
So far, Knapp has had little to say publicly about her baby-to-be or the mystery baby daddy.
"Alexis has maintained her silence and will continue to do so," her rep told Us Weekly in March. "She continues to appreciate the love and support of her family and friends."
When asked about Phillippe, Knapp's rep told People, "She has never asked Ryan for any help, nor does she expect it."
That could change. While both Knapp and Phillippe could be breaking their silence soon, other stars seem content to keep their baby daddies under wraps. Here are a few:
When "Mad Men" actress January Jones announced that she was pregnant on the day of Prince William and Catherine Middleton's royal wedding, it appeared she had something to hide.
"January Jones is happy to announce that she is expecting her first child this fall," her rep said in a statement in April.
What Jones did not reveal was the baby's daddy.
A source close to Jones told People magazine, "She's really looking forward to this new chapter in her life as a single mom."
Though she's keeping the father's identity hidden, she's been out front with her pregnancy. Jones has shown off her bump while hitting Lakers games, going shopping and taking yoga classes. Last weekend, she hosted a baby shower at her Malibu beach house with friends like costar Christina Hendricks. A barefoot and pregnant Jones even splashed around in the ocean during the party.
Meanwhile, speculation about the identity of the baby's father is raging.
Jones was most recently linked to SNL actor Jason Sudeikis, but he appears not to be the father. A tongue-tied Sudeikis told a Washington Post reporter when asked at the White House Correspondent's Dinner if he had any comment about Jones' baby bump: "I'd rather -- yes but no."
When the reporter asked Sudeikis if he was surprised to find out Jones was pregnant, he stammered, "No, I -- no, I didn't have anything [else to say]."
A source connected to Jones told E! online that the 33-year-old actress was involved with someone on set of "X-Men" and that someone is the father of her child.
The guessing game continues.
Jones could take some notes from British actress Minnie Driver.
The single mother of two-and-a-half-year-old Henry has stayed mum about the identity of her son's daddy.
Shortly after Henry's September 2008 birth, the 41-year-old actress denied reports that it was Craig Zolezzi, the San Francisco musician widely suspected.
Last year, she offered a little more. "He's English and in the same sort of business, and he lives in California. Everybody is cool with the situation," she told The Times of London last February.
At the time, Driver referred to Henry's father as her partner. "I'm incredibly happy because I've got my beautiful baby and lovely partner," she said.
Driver has never been photographed with her son's father, though there are plenty of pictures of mother and son enjoying life together.