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It'll Be a Girl for ESPN's Jay Williams

Jay Williams is a married man — with a daughter on the way!

The ESPN college basketball analyst tied the knot with fiancée Nikki Bonacorsi on May 3, then attended a reveal party for their baby on the way two days later at Brooklyn Botanical Gardens to find out whether they’d be welcoming a son or daughter.

Williams, 36, and Bonacorsi lined up with three other duos to pop four large black balloons filled with confetti, which exploded in a shower of pink. But the dad-to-be wasn’t surprised.

“I woke up in the middle of the night, stared at my wife and thought to myself, wow!” he tells PEOPLE exclusively. “I had just woken up from a dream that I walked in late at night with my suitcase in hand from some kind of trip. I saw two figures on the couch with their backs to me, watching some kind of movie. One was my wife, for sure, but the other was a lot smaller and had frizzy hair.”

“Before I knew it, I heard a voice that said, ‘Daddy come watch the movie with us.’ I woke up from that moment knowing/feeling that we were having a special girl come into our life,” he adds. “We are blessed for Amelia Brooklyn-Rose Williams.”

Want all the latest pregnancy and birth announcements, plus celebrity mom blogs? Click here to get those and more in the PEOPLE Babies newsletter.

RELATED GALLERY: Who’s Due Next? Chanel, Shenae and 65 More Celebs Who Are Expecting

“It’s beyond me but I try more and more to listen to the signs,” Williams wrote in an Instagram post, sharing a video from the reveal bash. “My reaction in this video is real bc it just confirmed what I already knew.. that my beautiful wife @nbonacorsi and I would be so lucky to bring Amelia Brooklyn-Rose Williams into this world.”

“I just pray I can lead her and my family in the right direction on a daily basis,” he continued. “Thank you to everyone who came in for our special day and to everyone who sends us positivity. We send you the same.”

RELATED GALLERY: All the Celebrity Couples Who’ve Tied the Knot in 2018 — So Far

Williams’ rep confirmed to PEOPLE exclusively in April that he and his beloved were “thrilled” to be welcoming their first child together, who is due to arrive Oct. 5.

RELATED VIDEO: Gender Reveal Confetti Cookies

Williams proposed to Bonacorsi this past New Year’s Eve, renting out a suite at 1 Hotel Brooklyn Bridge for a private romantic dinner. “The @1hotels at Brooklyn Bridge Park & @stephaniegottlieb absolutely crushed the game for @nbonacorsi & I,” he captioned a sweet video taken after the proposal.

“Thank you for the amazing suite & a massive thank you to Stephanie for the design & build out of her magnificent ring,” Williams added. “And thank you to @tomford for the digs.”

RELATED: Baby on the Way for ESPN’s Jay Williams

On top of his duties at ESPN, former Chicago Bulls point guard Williams has been filming a new YouTube docu-series called Best Shot, which is executive produced by LeBron James.

Best Shot — slated for a summer release — follows a group of high-school students who, despite their circumstances, strive toward their dreams of playing professional basketball.