The singer said at one point, she was thinking, "everyone knows. "
Beyonce said it became particularly difficult to hide her baby bump when the she performed for sold-out crowds at New York's Roseland Theater in August.
The singer spoke at a Sunday screening of her new concert DVD Sunday in New York.
Fans can get a behind-the-scenes look at the "Intimate Nights" concerts on her new "Live at Roseland" DVD, out at Walmart this week."