If the Arduino mini pro has a 3.3V regulator then you could power the XBee from the Arduino board.
You won’t find batteries that output a constant 3.3V over their life time so you do need a voltage regulator. Look for a LDO (low drop out) regulator. I think SparkFun may have one.
I don’t think you’re going to be able to reliably run the XBee directly from batteries (though I haven’t tried it myself). You will need a more stable supply.
When you choose a regulator, be sure to pay attention to the amount of current it can supply. When transmitting at full power, an XBee Pro requires 215 mA. Be sure your regulator can supply it (hint: the built-in one on the Arduino Pro Mini cannot. Don’t try it. I did).
I am currently running an XBee Pro connected to an Arduino Pro Mini 3.3V, using this regulator as the supply: