Seriously amended the main trope description. The last two paragraphs were not in line with the trope description, and I didn't like how the focus of the description was on the poor, deprived father-to-be, instead of the mother-to-be, who must clearly be "cruel and unnecessarily mean" or else feckless and spineless. Here's the old version, for posterity:
Pregnancy and gestation can usually be hidden at least a couple of months after a woman discovers she is pregnant. For this reason, a pregnant woman always holds a slight edge in the information department over the father of the child in that she can generally control the time and place of The Reveal.
Sometimes, though, she'll decide to simply not reveal it at all. At least not right away. And often never, at least on purpose. The character in question has decided to have a secret pregnancy.
This might, of course, sound cruel and unnecessarily mean, but there are several reasons for why she would want to do such a thing. If the father is an insane, planet-killing psycho worried that his spawn will one day try to kill him and steal his power, well, secret might be a good idea. If he's an irresponsible lout, she might decide the kid would be better off without him, since he would just be a Glorified Sperm Donor. On the other hand, if he would be a good father, but she wants him out of her life, she might decide that silence is the only way. She might just want to be a single mom for some reason. Or she can't think of anygood way to tell him and is just "waiting for the right time". Even if it's several years from now. Perhaps she was drunk, or otherwise does not know in Who's Your Daddy?, or believes that the father will not believe her in Mama's Baby, Papa's Maybe.
Sometimes, she'll keep a secret because she loves him too much to tie him down. The father rarely appreciates this selfless gesture when he finds out.
Also note that the father is simply the most common individual from whom the secret is kept. A sufficiently advanced Ancient Conspiracy may also or instead be the target of the secret. In some cases, the woman herself may be completely in the dark because she hasn't experienced the regular symptoms. A woman with irregular periods, for example, might not notice a significant change.
Note that in Real Life, there are cases in which a woman literally doesn't know she's pregnant until well into the second or third trimester, and sometimes not until birth. Whether it's due to mental problems, drugs, extremes of weight, carrying the baby unusually (more common than young people realize), or whatever, it's somewhat rare, but not extremely so. In 2008, for instance, an average-sized, otherwise perfectly healthy woman in England carried twins to 28 weeks without showing or missing a period; she found out she was pregnant less than two weeks before the babies were born prematurely at two pounds each. (They both survived.)
Seriously amended the main trope description. The last two paragraphs were not in line with the trope description, and I didn't like how the focus of the description was on the poor, deprived father-to-be, instead of the mother-to-be, who must clearly be "cruel and unnecessarily mean" or else feckless and spineless. Here's the old version, for posterity:
Sometimes, she'll keep a secret because she loves him too much to tie him down. The father rarely appreciates this selfless gesture when he finds out.