The popstar went on The Ellen DeGeneres Show to confirm reports that she is expecting a baby with husband Carey Hart.
The 31-year-old also revealed that the doctor "kind of" told her that the child will be a girl.
"I'm eating for two these days," Pink told DeGeneres. "I didn't want to talk about it because I was just really nervous and I have had a miscarriage before, but if I was going to talk about it with anyone, it was going to be with you.
"I'm terrified because [the doctor] thinks it's a girl. My mum has always wished me a daughter just like me. I'm terrified one of us will go to jail!"
When asked whether the pregnancy was planned, Pink added: "I worked for it. It was not an 'oops'."
Pink's edition of The Ellen DeGeneres Show will air on Wednesday.