She didn't share specifics about the health issues she faced, but they were serious enough to keep the new mother and baby in hospital for nearly a week after the tot's arrival.
Serena also received well-wishes from Beyonce, an ardent admirer and one-time collaborator (the athlete's dance moves were memorably featured in Beyonce's instant-classic music video for "Sorry" off her Lemonade album).
Fans were also directed to Serena's website, where she shared a precious video detailing Alexis' journey into the world.
The little girl is the first child for both Serena and Alexis Sr.
But wasn't all smooth sailing.
The former world No.1 trained through her pregnancy and has her sights set on overtaking Margaret Court's all-time record of 24 slam singles titles. "It's been a long time", Williams said in one video. Let's hope we get to see more of their time as parents as Alexis Jr grows up.
On Tuesday the tennis star shared the first photo of the baby girl along with her unique name.
Serena and her fiancé even set up an Instagram account for their little girl and have begun tagging her in their photos. She wrote: "When did you pack your hospital bag?" Teyana Taylor's daughter Iman (Junie) Tayla Shumpert Jr.is named after her National Basketball Association star father Iman Shumpert.
According to local news outlet CBS 12, Williams was induced on August 31.
The video showed Williams dancing, hitting tennis balls as her pregnancy progressed, selfies of her expanding belly, and home video of the couple putting together the baby's crib. "It's the most outrageous plan", she told Vogue.