Kelly Jones, 26, said she felt strong labour pains as she knelt to lay roses on the grave of fiancé Ricky Norman, 27, who was killed in a car crash.
Kelly was eight months pregnant when her childhood sweetheart died last month.
She gave birth to baby Ava in hospital just hours after the funeral – three weeks before her due date.
Cuddling Ava, Kelly said: "It was a tragic day – we said goodbye to Ricky on the same day that Ava said hello to the world.
My family and friends are saying Ava is Ricky's parting gift to me and that's the way I will always think of her.
Ricky, a railway maintenance engineer, was on his way to work when his car was in a head-on crash with a lorry on an icy mountain road in the Brecon Beacons, south Wales.
He had chosen his unborn baby girl's name the day before – Ava Rikki Leigh Norman-Jones.
"If it wasn't for me expecting Ava, I don't think I would have been able to cope," said Kelly.
The couple, from Merthyr Tydfil, were planning to marry next year and already had a son, one-year-old Jackson.
Police are investigating the crash, which also killed Ricky's colleague, Robert McGovern, 35.
Kelly said: "Ricky would have loved Ava so much. I can't believe he is gone. "He was a one-in-a-million, everything a woman would want in a man. He was kind, caring and changed my life forever."
The family will now never forget February 22 - the day Mr Norman was buried and his daughter was born.
Kelly said: "I don't know how I will feel on her birthday - part of me will be celebrating for Ava, but part of me will be grieving for Ricky."