Williams and her fiancée Alexis Ohanian, the Reddit co-founder, welcomed their little girl on 1 September at a clinic in Florida.
The 23-time Grand Slam winner shared a video clip on her Instagram Stories, Facebook and website.
Williams announced the name of her baby daughter on her Instagram Stories profile. She also shared a montage of memorable moments from her pregnancy, including winning the Australian Open while pregnant and her first ultrasound.
Her Instagram post has attracted more than 270,000 likes within an hour of posting and her tweet was retweeted more than 1,300 times (at time of writing).
Earlier this year, Williams won her 23rd grand slam tournament at the Australian Open while pregnant.
According to her coach, she hopes to return to court in time for next year's Australian Open.
In December 2016, Williams used the social platform Reddit to announce that she is engaged to its co-founder, Mr Ohanian.
Photo by INSTAGRAM/@SERENAWILLIAMS (Caption: Serena Williams posted the first picture of baby Alexis on Wednesday)