The pair, who were in South Africa for the World Cup kick-off concert, took part in the Durban ritual while wearing traditional tribal beads and standing under a fig tree which is believed by locals to have healing properties.
Keys was given the ceremony as a gift for her charity work with local children's charity Bobbi Bear, reports the Daily Mail.
Bobbi Bear director Jackie Bradfield said: "Alicia has been made part of the tribal family because she really reached out to the people here.
"Two female priests who practise a mix of Christianity and tribal customs chose new names for her and the unborn child, as a mark of respect. The names were kept between them, but were chosen to reflect Alicia's character."
She added: "Alicia had to do a special dance with drums banging in the background, and was embraced by abused children who she has helped.
"She was chosen for the ceremony as a thankyou, because she has done a lot to keep children's lives afloat and for us to afford our support staff."
Keys announced the pregnancy, as well as her engagement to Beatz, last month.
