Ma chienne est grosse.

English Translation

My dog is pregnant.

My female dog is fat.

I mean, since it does sound a bit worse in english than in french (although both have some negative connotations), I’d argue that (if translating from french to english), you should either keep the word “My bitch is fat” (because it is clear that you are talking about dogs, and the negative connotation is absent in that context in both languages) or remove the gender altogether “My dog is fat”.
For me “My female dog is fat”, would rather be a translation of something along the lines of “Ma femmelle (de chien) est grosse”. But neither sentences sound really natural…