The 31-year-old from Luxembourg said she and her husband Tim Sommer had always wanted children.
The 31-year-old from Luxembourg said she and her husband Tim Sommer had always wanted children but had planned to start a family after her playing days were over.
"We were very happy with the news, but we will have to adjust," she told a small group of reporters on Thursday.
Minella said she found out she was pregnant just before going out to face Svetlana Kuznetsova in the first round in Miami in March.
"It was a real shock. My whole body was sweating and I was shaking but we were happy straight away."
"We always wanted to have a family and that is a great moment that will stay in our memory for ever."
Minella joins a growing list of tennis mums.
Former world number one Victoria Azarenka is playing Wimbledon six months after giving birth to son Leo.
Serena Williams, meanwhile, is expecting her first child in August.
"I am 31 now and thought I'd finish my career and then have a family," added Minella, who lost in the singles on Monday and the women's doubles on Thursday.
Minella said she had consulted her doctors to make sure it was safe for her and her baby to keep playing at four and a half months pregnant.
"They were very relaxed," she said. "I thought they would be more cautious and say at six months the belly would get in the way.
"I was very lucky. There has been no nausea and I was confident in my body and I felt I could move as quickly as I could before."
"But it's different for all women. Pregnancy should not stop your lifestyle."
She added: "I enjoy playing and I didn't want to stop. They said it was fine to play so I wanted to choose the right time to stop."
"I am happy to finish at Wimbledon, the most prestigious tournament."
Minella, whose highest ranking was 66 in 2012, lost 6-1, 6-1 to Italian veteran Francesca Schiavone in the singles first round.
She caught the eye with her loose-fitting dress covering a small bump and revealed after the match that she was pregnant.
Her exploits at Wimbledon, and her pre-baby playing schedule, ended Thursday when she and partner Anastasija Sevastova were beaten 6-1, 7-6 (7/2) by Ipek Soylu and Varachaya Wongteanchai in the doubles.
Minella said she will follow the examples of Azarenka and Kim Clijsters who returned to the tour after having babies.
Clijsters won two of her three US Opens after giving birth.
Doctors said Minella can keep fit in pregnancy by swimming, walking and doing yoga.
"I'll get back in shape and come back next year. I want to play in the big tournaments again and finish on my terms," said Minella, who posted a picture on her Facebook account this week showing Sommer kneeling in front of her on Court Two kissing her stomach.
She will also back her daughter to take up tennis, if she so desires.
"I will encourage her in whatever she wants to do."