Last week, the singer's mom suffered a miscarriage, causing Selena to cancel several appearances. Since then, Sel's fans have sent countless messages of hope to the star, which she recognized in her post.
"Belated Merry Christmas everybody," the 19-year-old wrote. "I can't thank you enough for all of your thoughts and prayers. We appreciate every one of you.. I love you all so much and we hope you and your family had a beautiful Christmas!"
The message also revealed the name of Selena's unborn sister, as it was signed by the pop star, her mom, stepfather and their "guardian angel Scarlett."
Selena is currently on tour in Latin America, but will return to the U.S. this weeked to ring in the new year with pal Demi Lovato for MTV's 2012 New Year's Eve celebration.