Their sister Kourtney's ex Scott Disick revealed Rob has been using the West's in-house gym.
"He goes to Kim's, he's worked out for like the past five days or so and he's kicking ass and I just want Rob to do what's best for him and what makes him happy," Khloe added. "And if that makes him happy, then we will all support him."
Rob has been missing from the public eye since his messy split from Blac Chyna, with whom he shares two-year-old daughter, Dream.
On the subject of losing weight, Khloe also opened up about working on her own post-baby body on the upcoming season of "Revenge Body".
"I think the first episode ... there's a little bit of kind of following my journey in that, but it's funny because seeing at the beginning of all the episodes I have my sit-down with [the show's subjects], and I'm a little bigger because it was closest to when I just had True, and at the end their reveals, you kind of see my reveals too, even though it's not about me, but I'm like, 'Oh my god, I look so much skinnier,'" she admitted.
But she added she was pleasantly surprised at how good she felt about her shape after giving birth.
"That's interesting to see, but I felt really right after True, too," she shared. "I was really proud of myself, how I thought I would be a little more insecure because I worked so hard to get my body before I got pregnant, and I felt really good," she said.
"I think after you have a baby, you just feel empowered and just the fact that you're now able to juggle a child, working out, and work, I think that's an accomplishment. So, I felt really good that I found my groove and that I was trying."