Perturbed, she convinced her husband to delay their plans to conceive. They now hope to have a baby in 2016 - the Year of the Monkey, according to the Chinese lunar calendar.
"I'm just superstitious," she told CNN.
One of 12 animals in the Chinese zodiac, the sheep gets a bad rap.
Many people believe that sheep babies end up with characteristics associated with their birth signs -- docile and destined to be followers, not leaders.
According to one common folk saying, only one in 10 people born in the Year of the Sheep find happiness.
Rush to give birth
Zhang says she hadn't heard of the superstition until recently but chooses to believe it nonetheless. She discovered her cousin was a sheep and his parents got divorced, she says.
"I don't really care what zodiac sign my baby is, but it better not be sheep," she told CNN.
Many couples have rushed to give birth in the current Year of the Horse, thought to be a more auspicious sign, or put off pregnancy, like Zhang, according to media reports.
And some hospitals say they're seeing fewer expectant mothers as the new year approaches. According to the Chinese lunar calendar, the Year of the Sheep (sometimes called ram or goat) begins on February 19.
"The number of pregnancies registered recently has seen a marked decline," an obstetric nurse from the International Peace Maternity and Child Health Hospital in Shanghai told CNN.
Academics say despite the anecdotal evidence, there's no reason to believe the birth rate during sheep years varies on a national scale.
Duan Chengrong, a professor of demography at Renmin University, analyzed population data from 1954 to 2002 and says that the avoidance of childbirth in sheep years is a "myth" that does not stand up to analysis.
He calls it a "social phenomenon" that's more common in northern China than the south. A native of Chongqing, he said he'd never heard of it when he was a child.
However, the perception of bad luck for those born in the Year of the Sheep has become so rife that state media have carried a string of reports in recent months that attempt to debunk the myth.
One listed famous people born in the Year of the Sheep . They included Bill Gates, Steve Jobs, Mark Twain, Jay Chou and Zhang Ziyi.
It's not clear exactly how sheep became so maligned.
Each of the 12 animals has it virtues and flaws, with the dragon, horse and tiger considered the luckiest.
Isaac Yue, who teaches Chinese mythology at the University of Hong Kong, says the sheep was associated with compassion and filial piety -- important qualities praised by ancient scholars but these virtues have fallen out of favor..
"The modern interpretation is that it's naive and innocent," he said.
Even those well-versed in the cosmic arts of fortune telling say the weight placed on a baby's birth year is misguided.
"The month, date and exact time of birth are more important in the lunar calendar than the year," says Kerby Kuek, a Hong Kong-based practitioner of feng shui. He says he's often asked by couples to pick the best time to have a baby and some schedule C-sections to secure the luckiest slot.
Zhang Xue, a college senior from Beijing, was born in the Year of the Sheep.
She said she grew up hearing the myth, but she never believed it.
Yet the coming lunar year still means a lot to Zhang.
It will be her benmingnian -- her year in the twelve-year cycle that in Chinese tradition is often thought to bring challenges and change.
It's when she will graduate from college and enter the real world, as she puts it.
She is both anxious and excited about how things will unfold but Zhang is confident that whatever happens, it will have little to do with her zodiac sign.
"I think my fate is under my control," she says.