Speaking on her YouTube channel, Diana said they visited their pastor to pray for them, and he prayed for the fruit of her womb.
"The pastor even said, 'Your baby is blessed', and he even named the kid," she said.
The mother of the two said since that day, she started teasing her husband about being pregnant.
"After we went home, I joked about being pregnant, and I would tease Bahati and tell him that Angel doesn't like him coming back home late," she said.
Diana said she thought she was done with getting kids.
"We have four kids, and we were at a point we were done, but kids are a blessing."
Diana and Bahati unveiled their pregnancy last week on Friday while launching a song.
In the music video, the two pampered the unborn baby with sweet words, assuring it that they will work hard to ensure it gets the life it deserves.
Speaking on YouTube, Diana said she missed her periods in February.
When her gynaecologist told her she could be pregnant and asked her to do a pregnancy test or maybe she was experiencing hormonal imbalance, she laughed it off.
"I thought I missed the periods because of intense gym workouts," she said.