The 23-time Grand Slam singles champion told reporters at the New York fashion show there were “three of us” on the red carpet when she arrived with her husband Alexis Ohanian.
The couple welcomed their first daughter, Olympia, in October 2017.
Williams wrote in Vogue magazine last year that she wanted to move away from tennis and focus on growing her family.
The Met Gala is an annual invitation-only fundraiser for the Costume Institute, held at the Metropolitan Museum of Art.
In a TikTok post on Monday, Williams said she was “so excited when Anna Wintour invited the 3 of us to the Met Gala”.
Vogue editor-in-chief Anna Wintour is the chair of the evening, and a close friend of Williams, who is a frequent attendee of the annual event.
Williams’ fellow tennis champion, Roger Federer, was also present at the event. The Swiss co-chaired the evening alongside Wintour and Grammy-winning songstress Dua Lipa, actress Penélope Cruz and writer, actor and producer Michaela Coel.
Model Karlie Kloss also confirmed her second pregnancy at the event.
