Firstly, no, they cannot get pregnant though they can be full of eggs. However, I doubt this is your problem.
Next, I need some more information - the water parameters for a start - ammonia, nitrIte, nitrAte and pH and tell me how long the tank has been set up for, how big it is (in gallons prefferably or litres), whether it is planted, the other fish (including how many of each) and obviously letting us know what species of gourami you are talking about would help.
Then if you could be a little more discriptive when it comes to behaviour - are these fish eating? Do they come off the bottom at all? If they do, do they swim ok? What about appearance-wise - you said they are bloated - are there any inflamed areas or red marks? Is their poo white and stringy or clear and stringy? Is there anything else unusual about them I may not have specificaly asked about?
Also, have you added any new fish lately or re-aranged the tank, do any of their tankmates chase them and how old (approx. - or how long they've been in your tank) are these fish?
Meanwhile, feed a shelled pea in case the problem is constipation or swim bladder. Don't, obviously, feed them anything else. All the fish can have peas - not just the gouramies - so you need not feed anything extra.

Then try to answer most of my questions and I, or someone else, may be able to help.