"I was in the garden on the static bike and the contractions started as soon as I got off," she said simply.
Dame Sarah – who received a DBE in the 2013 New Year Honours List – did her last road ride, on a bike modified for her pregnancy, four days before she gave birth.
Sarah has had a sterling career that has seen her win 22 Paralympic medals and compete against able-bodied athletes, but she told HELLO! that giving birth to Louisa was one of her biggest challenges yet.
"Louisa got stuck with the cord wrapped around her," revealed Sarah, who was in labour for around 14 hours.
Sarah had sensed that all was not well. "Even though I'd never gone through this before, I just had this instinct that it wasn’t right," she told HELLO!.
"I said, 'I really don't think this baby is coming out the way you want it to," she reveals. "I don’t want you to cut me open, but I think you'll have to."
When she recovers from the C-section surgery, Sarah plans to get back to training and is aiming to compete at Rio 2016. She says that parenting and cycling are "two different focuses".
"Both are exciting, but in different ways."
See the full exclusive article in HELLO! magazine issue 1290, out now.