The 27-year-old uploaded the sweet family snaps on Monday evening (15 July), which show the siblings dressed in matching stripy pirate outfits.
She added the simple caption: "My boys."
In the second picture, it seems Kai has fallen asleep holding on to his baby brother's arm, but Klay is still bright-eyed and fascinated by the camera.
Coleen and her footballer husband Wayne welcomed their first son, Kai, three years ago, and little Klay arrived on 21 May this year.
Commenting on the picture, one Twitter follower remarked on how big Klay has become, prompting Coleen to reply: "I know. Goes so fast."
Coleen has been keeping a relatively low-profile since the birth of Klay, but she did make an appearance alongside husband Wayne at the Wimbledon 2013 final earlier this month.
The couple joined stars including Bradley Cooper, Gerard Butler and Victoria Beckham in the royal box to watch Andy Murray beat Novak Djokovic in straight sets to become the first man to win Wimbledon since 1936.
She tweeted afterwards: "Amazing day at Wimbledon!! Fantastic experience and so pleased for @andy_murray, brilliant game!"
Coleen isn't the only new mum this year - check out more celebrity babies in our gallery:
Copyright: Love & Lust London