The 29-year-old actress was seen greeting fellow mourners at a service in Inglewood, California.
Jessica was dressed in a demure black dress of the occasion, teamed with tights and black heels.
A spokesman for the star has been contacted for more details on whose funeral she was attending.
The Fantastic Four star is currently pregnant with her and Cash's second child. They already have a daughter, two-year-old Honor.
Meanwhile, Alba has opened up about juggling her acting career with motherhood.
She says she is grateful for her job because it allows her to spend more time with Honor.
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'I work for two or three weeks and then I can spend the rest of the time with my daughter.
'I get to be completely hands-on with her. Most of my friends who work are away all day and never see or spend time with their kids.
'I bring my daughter to the set. She has no idea that it’s a movie set. She just thinks of my trailer as mommy’s office.'
