The 25-year-old actress and 23-year-old singer attended a session Wednesday in Los Angeles after celebrating New Year's Eve together in Cabo San Lucas, Mexico, according to Us Weekly.
Gomez and Bieber were spotted in athletic wear as they left Hot Pilates in West Hollywood. Sources told E! News the pair took a private class with the owner of the studio.
"[They had] a blast," an insider said. "[Justin] loved it."
People reported Gomez and Bieber spent New Year's Eve in Mexico with friends. The actress appeared in a photo with Raquelle Stevens, Courtney Barry and Ashley Cook on Friday, while Bieber posed with two pals Sunday.
"[Justin] arrived on Saturday evening and checked into an oceanfront villa 10 minutes away from Selena's villa," a source told E! News.
"He and Selena spent time together again [Sunday]. They were very low-key and dressed casually," the insider added. "They rang in the New Year together and enjoyed watching fireworks over the ocean."
Gomez and Bieber reconnected in October after splitting in 2014 after several years of on-again, off-again dating. The pair's reunion came amid Gomez's split from The Weeknd, who deleted photos of Gomez from Instagram in November.