The former women's doubles world No 1 had gone with her family to Medina in Saudi Arabia on a holy pilgrimage.
Sania, who married Pakistan cricketer Shoaib Malik in 2010, is expecting her first child in October.
From red carpet to red dirt, Muguruza the warrior
Returning Serena Williams ready to deny Paris convention
Can Spaniard Emery lead Arsenal into new chapter?
CSK's 'retirement home' show old is gold in IPL
All you need to know about Champions League final