The News Of The World has alleged the chef's been having an affair with Sarah Symonds, 38, since 2001.
Despite the reports, Gordon and Tana, 33, showed a united front by cuddling up to one another outside their home in south-west London after a shopping trip to Harrods.
The 42-year-old did not comment on the allegation and told waiting press about his plans for dinner.
'It's time for Sunday lunch. I'm starving', he said.
Sarah has also declined to comment.
Ive got nothing to say on the matter, she said.
It is thought Gordon now plans to launch legal action.
'There are so many holes in this story, a source tells Metro. I'm not going to say what those holes are but it is going to the legal team.'
Gordon and Tana, 33, have been married for 12 years and have four children.