No. Your child has birthright citizenship in your country of citizenship. You will have to obtain a passport for baby from your country of citizenship (you may also need to get baby a visa to be in the foreign country with you, depending on your visa), and take baby back to your country before your visa in the foreign country expires. You may also need permission of the father to get baby a passport - many countries now require BOTH parents' consent to get a passport & to travel.
Furthermore, expect to have to pay for delivery & all medical care for you & baby in cash in full - obstetrician, pediatrician, hospital bills, labs, and everything else related to your & baby's health care & prove you paid it all before you will be allowed to leave. Your health insurance in your country likely will not cover anything. IF there is any coverage, you will have to submit paid bills to your insurer after you return with baby to your country & request reimbursement.
Having a baby in a foreign country while you are traveling is extremely expensive, legal burdens are very tough, and your time limits for taking care of everything are very limited. Not to mention you are endangering your & your baby's health by traveling later in pregnancy.