The singer, 32, was doing her own thing as she was not appearing on the show.
Rita cut a stylish figure in brown leggings a black, slightly cropped, bomber jacket, and a large shoulder bag.
She finished her look with a pair of black cat eye sunglasses and pink trainers with bright multi-coloured socks.
Meanwhile, Taika, who is 16 years Rita’s senior, wore a blinding purple pinstripe suit on Fallon.
Busy: Rita Ora, 32, stunned in brown lycra workout gear while walking to a Pilates class in NYC on Thursday
Solo: The outing came as her director husband Taika Waiti made an appearance on The Tonight Show with Jimmy Fallon
Fun: On the show Taika played a game with Jimmy hilariously involving baseball bats and blue footballs
On the show, Taika played a game with Jimmy hilariously involving baseball bats and blue footballs.
The director was on the show to promote his new film, The Next Goal Wins, based on the true story of American Samoa football team’s attempts to improve its status as a worldwide laughingstock.
Jimmy at one point asks: ‘How is our pal Rita Ora? How’s Rita doing?’ To which Taika says: ‘She’s good. She’s no longer my pal, she’s my wife, now.’ With Jimmy hitting him playfully and saying: ‘Oh, congratulations!’
Also on the show was Rachel Zegler, in her first appearance, star of The Hunger Games: The Ballad of Songbirds & Snakes which hits cinemas tomorrow.
Elsewhere, Rita was doing exercise of her own on the long walk to the Pilates studios and fiddled with her coat as the eight-degree weather began to bite.
She opted to keep the jacket unzipped but stuffed her hands in her pockets.
Her tight leggings showed off the singer’s toned body which she evidently works hard to maintain.
This comes after the couple attended the premiere of Taika’s film Next Goal Wins on Wednesday.
Almost there: Rita was doing exercise of her own, albeit less exciting, on the long walk to the Pilates studios
Cold: She looked down and fiddled with her coat as the New York weather, now eight degrees, began to bite
Better: Eventually, Rita, who said her relationship with Taika has ‘matured her’, opted to keep the jacket unzipped but stuffed her hands in her pockets
Stress: The Let You Love Me hitmaker had previously opened up about the expectations attached to marriage
Impressive: Her tight leggings showed off the singer’s toned body which she evidently works hard to maintain
Luscious: The exquisite styling of her hair and her muscular legs were on full display as the Fifty Shades Of Grey actress turned around
All done: Rita was soon finished with Pilates and smiled as she headed to meet husband since last year Taika
The exquisite styling of her hair and her muscular legs were on full display as the Fifty Shades Of Grey actress turned around.
Rita recently opened up about whether or not kids on are the horizon, admitting her relationship with Taika had ‘matured her’.
The singer told Blag Magazine that getting married was enough pressure, but ‘then it’s like have kids and all these things they teach you. But I’ve never believed in that.’
She and Taika certainly have enough space now that they have bought a three-storey mansion in New Zealand.