"There seems to be an obsession with pregnant actresses," Gyllenhaal says in this week's issue of Life magazine.
"You think, `Is there going to be some terrible picture (of me) with my mouth full of food?' We try to ignore it, but what can you do? I guess pregnancy, no matter who you are, is a very compelling thing."
The 28-year-old actress says her child, reportedly due in October, is already a fan of her work.
"I've been to a bunch of screenings of my movies, and I think when my voice is so loud, the baby can feel it," she says. "It does things like move and flip around."
In her latest movie, the animated "Monster House," she voices a baby sitter who watches a trio of mischievous kids. Gyllenhaal says that in her youth, she was quite the troublemaker as well.
"I got in a lot of trouble when I attended camp -- staying up late, running around," she says. "Once, I was in trouble the entire summer. I kept thinking, I'm in trouble again?!"
Gyllenhall's also co-stars in Oliver Stone's upcoming "World Trade Center." Her other films include "Mona Lisa Smile," "Secretary" and "Donnie Darko."