St. Felicity was sentenced to execution and prayed to God that she would deliver her child earlier than her due date.
During the early 3rd century, two women, Sts. Perpetua and Felicity, were martyred for being Christian, and a diary was reportedly left behind detailing their final days before execution in the arena.
This diary is known as the The Passion of the Holy Martyrs Perpetua and Felicity, and it explains that Felicity was pregnant while in prison awaiting her death sentence.
But respecting Felicity (for to her also the Lord’s favor approached in the same way), when she had already gone eight months with child (for she had been pregnant when she was apprehended), as the day of the exhibition was drawing near, she was in great grief lest on account of her pregnancy she should be delayed — because pregnant women are not allowed to be publicly punished
Felicity desired to join her friends in martyrdom and the whole group prayed to God that she would deliver her child early.
[H]er fellow martyrs were painfully saddened lest they should leave so excellent a friend, and as it were companion, alone in the path of the same hope. Therefore, joining together their united cry, they poured forth their prayer to the Lord three days before the exhibition. Immediately after their prayer her pains came upon her, and when, with the difficulty natural to an eight months’ delivery, in the labor of bringing forth she was sorrowing … thus she brought forth a little girl, which a certain sister brought up as her daughter.
Because of this miraculous delivery in prison, St. Felicity became the patron saint of expectant mothers.