"I've just been saving it. I didn't really tell a lot of people to be quite honest."
But as many pro athletes have discovered via their overly eager fingers on Twitter, the social media landscape is a tricky one to navigate. Only a series of missed calls told Williams she had pressed the wrong button on her phone after taking the photo.
"You know how social media is, you press the wrong button and ..." Williams said. "I'm like, that (having four missed calls) is weird. And I picked up and I was like, 'Oh no.' But it was a good moment. I was going to wait, literally like five or six more days. But that's OK.
"I've been tracking it, 18 (weeks), 19 (weeks), every week I just take a picture and save it. I've been so good about it - this was the one time that ... I slipped. But it's OK."
Unfortunately, Williams hasn't been able to smile about everything that's happened since news of her pregnancy broke. Romanian Fed Cup captain Ilie Nastase is facing sanctions from the International Tennis Federation (ITF) after he was overheard making a racist comment about her unborn child.
"Let's see what colour it has. Chocolate with milk?" Nastase said. Williams' fiance Alexis Ohanian, the co-founder of Reddit, is white.
Nastase has refused to apologise for his remarks, saying he is being unfairly targeted by people without a sense of humour. Williams has since slammed Nastase on Instagram.
"It disappoints me to know we live in a society in which people like Ilie Nastase can make such racist comments towards myself and my unborn child, and sexist comments against my peers," Williams wrote.
"I have said it once and I'll say it again, this world has come so far but yet we have so much further to go. Yes, we have broken down so many barriers - however there are a plethora more to go.
"This or anything else will not stop me from pouring love, light and positivity into everything that I do. I will continue to take a lead and stand up for what's right. I am not afraid unlike you. You see, I am no coward. Does my sassiness upset you. Why are you beset with gloom?
"You may shoot me with your words ... you may try to kill me with your hatefulness, but still like air, I rise.
"I humbly thank the ITF for any consideration given to all the facts in this case. They will have my full support."
Williams also used Instagram to send a message to her baby. "My Dearest Baby, you gave me the strength I didn't know I had. You taught me the true meaning of serenity and peace. I can't wait to meet you. I can't wait for you to join the players box next year," she wrote.
"But most importantly, I am so happy to share being number one in the world with you ... once again today. On @alexisohanian bday. From the world's oldest number one to the world's youngest number one - Your Mommy."