The Fireworks hitmaker, 35, is expecting a little girl with her fiancé, Pirates of the Caribbean star Orlando, 43.
And while they've got a shortlist of name they like, the pregnant star said she won't know what her baby's called until she arrives in the world.
She told Karson and Kennedy on Boston's Mix 104.1 : "We have yet to decide specifically on her name because, I think, we've got options and she'll tell us.
"I'll look at her and go, 'Oh yeah, yeah, you are her, you are that'."
Katy also opened up about the emotional rollercoaster pregnancy has taken her on.
She said: "I've been every emotion under the sun. I've been overwhelmed, I've been anxious, I've been happy, I've been overjoyed, I've been depressed. I've been all of it."
She added: "The world is just a wild time and it's a wild time to bring life into the world
"People were already having those kinds of conversations years ago where it was like, 'Man, the world feels a little uncertain'... and now it really feels shaky boots!"
Despite everything, Katy said she and Orlando can't wait to become parents together.
She told the show: "He's really excited for a little girl. They say little girls are, you know, daddy's little girl, that's how it's gonna be, we'll see."
