The tennis star and her fiancé, Alexis Ohanian, spoke with Vogue‘s André Leon Talley at the Met Gala in New York City on Monday, sharing that they’re waiting to see if they’ll welcome a boy or a girl.
“We’re waiting for a surprise,” she said. “We call it ‘Baby.’”
The duo is also trying to figure out living arrangements, weighing if they should raise their family in Ohanian’s current home base of San Francisco.
“That’s the question of the hour,” Williams said, adding, “I couldn’t be stuck in a more beautiful place.”
The Met Gala was the 35-year-old athlete’s first time fully revealing her baby bump since announcing her pregnancy on April 19.
The couple will welcome their first child this fall, her rep confirmed to PEOPLE last month following an accidental post the athlete made on Snapchat before quickly deleting it.
“20 weeks,” the mom-to-be captioned a mirror selfie, in which her baby bump was clearly visible underneath a La Blanca Anniversary Suit created in a custom yellow especially for Williams.
Williams confirmed the news herself on Instagram a few days later, writing a heartfelt tribute to her unborn child alongside a beach selfie.
“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 captioned the photo.
This story originally appeared on PEOPLE.