Nope ... Sammy says he was scared to death to announce he and his wife, fellow AEW star Tay Melo, were expecting their first baby!!

If you missed it, Guevara and Melo made a grand entrance before his Double or Nothing championship match at the T-Mobile Arena in Vegas last Sunday ... using cue cards to announce their first bundle of joy was on the way.

Sammy and Tay joined us on the "TMZ Sports" TV show (airs weekdays on FS1) where Guevara revealed the couple wanted to announce the pregnancy to the fans in a creative way ... and came up with the idea of doing it before his historic match against Darby Allin, Jack Darby, and the champ, Maxwell Jacob Friedman in the main event.

"I was personally more excited for the entrance," Guevara said. "I feel like we were like opposite. She was more nervous for me for the match, and I was more nervous, excited for the entrance."

Guevara says he didn't know how fans would receive the news ... especially since the couple hasn't always been a crowd favorite, and admits he almost got caught up while in the ring thinking about the bombshell reveal.

"I had to snap out of it," Sammy said. "I almost started crying. It was just very surreal. Us four young guys, wrestling for the world title and then right before that, going out there and announcing we're having a baby."

"The crowd's coming back around on me," Sammy said. "We were not always the most loved people out there. For them to give us that big reaction. Everyone's happy, showing us the love. It was just like, overwhelming in a way where I was like, ok, we gotta get back into it."