It’s the latest shocking twist in their difficult marriage, after Annie kicked him out at Christmas after she discovered he had fathered a second love child with model and influencer Lauryn Goodman.
Annie handed over their eldest son Roman to Man City’s Kyle in Prestbury, Cheshire, today, marking their first public appearance together since the breakup.
Annie, who was not wearing her wedding band, was spotted making a brave face.
She is due in March and revealed a glimpse of her bump.
Kyle, 33, collected cases before accompanying his father to the Fifa Best Awards in London Friday night.
At the lunchtime drop-off, he and Annie spoke briefly before she hugged Roman, 12, and said goodbye.
A source verified to The Sun that Annie is six months pregnant with their fourth child. It should be a time of immense happiness and enthusiasm.
“Instead, she’s dealing with the consequences of his latest sex scandal.
“She is obviously delicate, but she is doing everything she can to safeguard her children and prepare for the birth of their fourth.
“To his credit, Kyle is attempting to present a united face in order to mitigate the harm they have suffered.
“It’s a little bit too late, but he’s trying.”
According to the source, Annie told only a few friends and family members about her pregnancy and was desperate to keep it private.
They added, “She was distraught after speculation surfaced over the weekend.