The 33-year-old reality star and her fiancé George Kay said that although she was told originally there was an 86% chance their baby was a boy, they took it as a definite.
Kerry told a UK magazine: “I went for my 12-week scan and I was told that there was an 86% chance it was a boy and even though you can’t properly tell until 20 weeks, we took it as a definite.
“Then we went for our 20-week scan, the doctors told us it was a girl. We were just in shock.”
Kerry is already a mum-of-four to daughters Molly and Lily Sue, with first husband Brian McFadden, and Heidi and son Max with second husband Mark Croft.
George said that it seemed their unborn daughter found the situation funny. He added: “I didn’t believe it, it was funny, when they were trying to check the sex, the baby rolled over and held two fingers on the scan!”
The ex rugby player also revealed that the couple are now struggling to pick a name for their child.
He said: “We’re having problems picking a girls name. Mind you, we might pick the same name for our little girl as we’d chosen for the boy as it’s a unisex name.”
Kerry tweeted earlier this week that she was having some discomfort as she moved into the later stages of pregnancy.
She wrote: “Dear baby, I know you are in training, but sweetie those are my ribs, bladder & intestines. Oh & please let me sleep for just a couple of hours!”