Palin said she's already about seven months along, with the baby due to arrive in mid-May.
That the pregnancy is so advanced astonished all who heard the news. The governor, a runner who's always been trim, simply doesn't look pregnant.
Even close members of her staff said they only learned this week their boss was expecting.
"I thought it was becoming obvious," Palin said. "You know, clothes getting snugger and snugger."
But people just couldn't believe the news.