The tennis legend, who learned she was pregnant while competing in the 2016 Australian Open, took a pregnancy test to appease a friend who was suspicious.
"I didn't think I was pregnant! Honestly, I thought it was impossible. I had not seen Alexis [Ohanian, Williams's husband, the co-founder of Reddit] in, like, four weeks. So I literally took the test just to shut my friend up," she told InStyle.
"I literally had a cycle just before. So I was surprised when I saw the result and even more surprised when the doctor said I was seven weeks along."
Bleeding during pregnancy is common, with around one in 10 women experiencing some bleeding, according to NHS Choices. However, this won't be caused by your usual menstrual cycle, as a period is the shedding of the uterus lining, which does not happen during pregnancy.
Dr Daghni Rajasingam, spokesperson for the Royal College of Obstetricians and Gynaecologists (RCOG) told HuffPost: "In early pregnancy, women may experience some light bleeding called spotting which is when the foetus plants itself into the wall of the womb. This is also known as implantation bleeding and often occurs around the time that a woman's first period after conception would have been due.
"During the first three months of pregnancy, vaginal bleeding can be a sign of miscarriage or ectopic pregnancy. In the later stages of pregnancy, vaginal bleeding can have many different causes including cervical ectropion, placental abruption and placental praevia."
But just because it's common doesn't mean you should ignore it. If you experience any bleeding at any stage during pregnancy you should contact your GP or midwife immediately. "It's not often caused by something serious, but it's important to make sure. Lie down and rest until you can see a healthcare professional and do not take any medication while you are waiting," NHS Choices advises.
Williams gave birth to her daughter Alexis Olympia Ohanian Jr on 1 September 2017.
Serena Williams is a member of a board of advisers to Oath, HuffPost's parent company.