The 35-year-old tennis champion wore a form-fitting sleeveless grey maternity dress in the video.
She swayed and sang along to the 2006 song Poppin' My Collar by the hip hop group Three 6 Mafia.
Serena placed her hand on her baby bump while dancing and singing.
The 23-time Grand Slam singles champion in another Snapchat video said she was spending the day promoting Tempure-Pedic mattresses.
Serena was interviewed on ESPN's SportsCenter on Thursday and was asked by host Jemele Hill if it was tough not being at Wimbledon supporting her big sister Venus Williams.