Anna Kournikova kept her pregnancy a secret by staying ''very undercover''.

The 36-year-old former tennis player and her partner Enrique Iglesias, 42, are said to have become parents to twins, a boy, Nicholas, and a girl, Lucy, over the weekend, after managing to keep her pregnancy ''completely secret''.

A source said: ''I saw her cute belly. A friend told me like five months ago [that] they were pregnant but keeping it very, very undercover.

''They basically only hang out with family and very close friends.

''They mostly keep to themselves.''

While the pair like to be private, they still manage to be ''very generous'' when it comes to local charity work.

The source added to PEOPLE: ''[They are] very private but very generous with local charities.''

Fans of the former sportswoman may not be entirely surprised she has given birth because Anna previously admitted she would love to have kids one day.

Speaking in 2011, she said: ''I absolutely want to have children, whether I have my own or adopt. I love taking care of people.

''[Marriage] isn't important to me. I'm in a happy relationship - that's all that matters ... I believe in commitment. I believe in being open and trusting each other and respecting each other completely.''

While they have been together for 16 years, the pair have never tied the knot, but fans thought they had done so in secret in 2011 when Enrique introduced Anna as his wife on stage in Russia.

However, the 'Hero' hitmaker later admitted he had been caught up in the moment, insisting he doesn't think marriage ''would make a difference'' to how much he loves Anna.

Reflecting on the incident, he previously said: ''It was just meant to be sweet, in the moment. I honestly didn't mean to confuse people. I thought it'd be easier for the audience to understand than if I said, 'my girl'.

''I've never really thought marriage would make a difference. Maybe it's because I come from divorced parents, but I don't think you love someone more because of a piece of paper. And nowadays it's not taboo to have kids and not be married.

''What makes a difference is that you're a good parent.''