Pitt, 50, has only recently adopted the discipline, which the couple now practise several days a week, while Jolie started learning the self-defence to train for her "Tomb Raider" role in 2001, reports dailymail.co.uk.
"Angelina previously learnt Krav Maga when she was doing Tomb Raider and loved it," said a source.
The couple, who has six children together, Maddox, 13, Pax, 11, nine-year-old Zahara, eight-year-old Shiloh and six-year-old twins Knox and Vivienne, are impressed with the fitness properties of the combat classes.
Pitt is believed to have lost more than 10 pounds after participating in the intense military-style exercise classes for just three weeks and is even letting his kids join in the fun.
"The whole family are learning the moves. Even the little ones are doing modified kids' moves but Brad has been doing it for 45 minutes a day and has dramatically lost weight and beefed up his muscles for the film," said the source.