But Serena Williams proved that a party any other time wasn't off the cards, showing her daughter with a barnyard and carnival themed event on Saturday.
The 37-year-old beauty took to Instagram Stories to share all the kids having fun while showing her 10.7 million followers around her backyard.
'This is so fun, Olympia,' she said.
'We wanted to just do something fun, because we don't do birthdays.'
Serena then showcased her man, Alex Ohanian's handy work - sharing the play equipment he'd put together.
Serena's extravaganza comes after she revealed last year that Olympia wouldn't be getting a first birthday party as she was part of the Jehovah's Witness religion.
According to Jehovah’s Witnesses official website, Jehovah’s Witnesses see Jesus as the son of God and savior, but do not believe he’s the 'Almighty God.'
Furthermore, members of the faith reportedly don't vote, remain politically neutral and do not celebrate holidays such as Christmas, Easter, birthdays, Valentine's Day or Halloween.
Serena spent Valentine's Day enjoying a 'Galentine's Day' instead with some of her girlfriends.
Alexis isn't part of the faith but has continued to support her wishes.