The couple - who have three sons, Brooklyn, 11, Romeo, eight, and five-year-old Cruz - enjoy regular classes at The Sports Club in Beverly Hills and believe their sessions have brought them closer together.
A source said: "Victoria and David do power yoga classes for couples for an hour about twice a week.
"It`s a very intimate experience. You have to learn to become one entity entirely. You stretch, breathe and move as one - it`s great for couples and probably better than talking in a way.
"They started taking the classes about a year ago and it`s astonishing how in tune with each other they are these days."
As well as yoga, the classes Victoria and David attend also incorporate other spiritual techniques which they believe bring them closer together.
The source added to Now magazine: "There`s also meditation and reiki healing involved, which is an ancient hands-on energy technique. They also chant mantras together."