The 33-year-old English singer had earlier learnt that there were 86 per cent chances that the baby was a boy, reported Contactmusic.
"I went for my 12-week scan and I was told there was an 86 per cent chance it was a boy and even though you can't properly tell until 20 weeks, we took it as a definite," Katona said.
"Then when we went for our 20-week scan, the doctors told us it was a girl. We were just in shock," she added.
The Atomic Kitten singer already has daughters with her first husband Brian McFadden and second spouse Mark Croft.