Namibian media reported that immigration officials confirmed the stars and five other people, including two children, arrived in Walvis Bay Monday morning on a chartered jet from Paris.
Pitt's publicist said on Jan. 11 that Jolie, 30, is pregnant with the actor's child. It was unclear when the baby will be born.
A judge in California since granted a request to change the names of Jolie's two children to Zahara Marley Jolie-Pitt and Maddox Chivan Jolie-Pitt to reflect that Pitt intends to become their adoptive father.
Pitt, 42, and Jolie, who co-starred in the 2005 film "Mr. & Mrs. Smith," have rented all 14 rooms and suites at the Burning Shores resort, a luxury boutique hotel on Long Beach north of Walvis Bay and near the famous dunes of the Namibian desert.
A private security firm and local police officials cordoned off the area and threatened to confiscate any cameras, Namibian media reported Friday.
The actress has traveled to Africa frequently to shoot films and as a goodwill ambassador for the U.N. High Commissioner for Refugees. She spent several weeks in Namibia in 2002 while shooting the film "Beyond Borders."
Jolie has called the continent one of hope and possibility, and she adopted her daughter, Zahara, from Ethiopia last year, accompanied by Pitt. She adopted 4-year-old Maddox in 2002 in Cambodia, where she filmed "Lara Croft: Tomb Raider."
Pitt and Jennifer Aniston divorced last fall.
Jolie, who won an Oscar for her supporting role in 1999's "Girl, Interrupted," is divorced from Billy Bob Thornton and Jonny Lee Miller.