The world No 2 shared an image of her on Snapchat posing in a mirror and wrote “20 weeks.”
In December, Williams announced her engagement to Alexis Ohanian, the co-founder of Reddit.
The 35-year-old won the Australian Open in January for her record-breaking 23rd Grand Slam singles title. If she is 20 weeks pregnant, she would have been pregnant during that tournament.
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She has not played a tournament since then, withdrawing from events in Indian Wells, California, and Miami last month, citing a knee injury.