But the Tottenham Hotspur player is 'upset' after the happy news was published in a tabloid newspaper yesterday.
'Abbey told me on 25 July that she was pregnant but we agreed to keep it private until she was ready to make an announcement,' Pete confirmed.
'There were even some members of our families who were still unaware that Abbey is pregnant until today's revelations in The Sun.'
Abbey, 24, was devastated by allegations published on 8 August that Peter, 29, paid prostitute Monica Mint for sex while on a weekend stag do in Madrid in July.
But the model has stuck by her man.