Nikki Bella conceived her son Matteo in the guest room of twin Brie's home.
The former WWE superstar siblings, both 36, gave birth just one day apart over summer, and Nikki shocked her sister with the surprise confession.
Speaking on Australia's 'Today Extra', she said: "What's really funny is that I ended up conceiving that Brie's house."
Brie laughed: "Thanks! I have a good guest room, I guess."
The wresting twins insisted they didn't plan to have their children at the same time.
As it turned out, Nikki and her fiance Artem Chigvintsev welcomed their first baby Matteo into the world in July, just a day before Brie gave birth to Buddy, her second child with husband Daniel Bryan.
Brie - who also has three-year-old Birdie with her man - added: "It just happened in twin land. It's crazy because we both weren't trying.
"When I found out I was pregnant, she found out two days later."
And she admitted giving birth so close to each other meant it was almost like the family were experiencing twins again.
She explained: "The way that Buddy came in so closely after Matteo, it made my mum feel like she was having twins all over again.
"It was just really special for our whole family."
Nikki agreed, adding: "The are literally like twin boys. It is cute when you see them together.
"You can tell they really calm each other and they hold each other's hand. They do act like brothers."
Meanwhile, the reality TV stars have revealed they are keen to come out of retirement for one more WWE run.
Brie recently said: "When we left, all of a sudden the WWE Women's Tag Titles came, and we're like, 'Wait a sec, that's for the Bella Twins.'
"We've been dying to have tag titles. So, she and I feel like we have one more run in us, so we really want to go for those titles."