In the same interview, Williams said: "I definitely am a feminist. I like to stick up for women and women's rights. So many things happen and I just think, 'Wow, why don't we have a chance?' If that makes me a feminist, I am proud to be one."
She also admitted that watching birthing videos "makes it worse. Having a baby, nothing is guaranteed".
Williams announced she was pregnant via Snapchat in April. She is thought to have won the Australian Open - her 23rd grand slam title - in January when already pregnant.
Last week, she posted images on social media of her Fifties themed baby shower, which included guests Eva Longoria and Kelly Rowland.