"There are so many things that could go wrong — somebody could slip, somebody could fall, I could fall," says Aguilera, who wore a heart monitor during performances. "There was no way ... I was going to jeopardize my baby for my show."

She confirmed her pregnancy earlier this month in the U.K. edition of Glamour magazine.

Aguilera says she kept the baby news quiet for her fans' sake.

"I didn't want to make the audience uncomfortable, like, `Pregnant lady onstage! Is she going to be OK?' But I had to announce it to my band and my dancers, because I wanted to make sure they had my back," she says.

She adds: "Because I hadn't said anything, people thought I was trying to keep it this big, bad secret, and that's not the case at all. I just wasn't commenting. I'm not being like, `Hey everybody, I'm pregnant!' I'm not that girl."