"Dolly Pink wanted to get the party started," Pink wrote alongside a screenshot photo of the headline "Pink fan gives birth to gorgeous baby girl during first song at Anfield concert".
The Liverpool Echo reported that with no time to get to a hospital, paramedics on-site safely delivered the baby in the stadium's first aid room.
The baby girl was apparently born in "less than five minutes", according to one of the paramedics, John Matthews.
"We didn't have time to get concerned or worried, we just had to crack on and get on with it."
The new mum and baby girl are both doing fine, although Denise admits she's "gutted" she couldn't see Pink performing.
"I'm still massively in shock," she revealed, "just a bit gutted I missed the concert."
This article was originally published on The Hits and is republished here with permission.