The photographer, who is still married to former rugby player Ben Cohen, has revealed she and her family are "shocked" by the news that Ben is to be a dad again with his new girlfriend Kristina.
Days after the Strictly professional dancer announced she was pregnant to her Celebrity Big Brother housemates, Abby has implied she didn't know herself until the news broke.
She told The Mirror: "This news has come as a shock to us all.
"Please respect mine and my children's privacy at this time."
Meanwhile, a friend of Abby told The Sun: "Abby is absolutely devastated. The first she knew of it was when people began ringing her. How could he be so cruel as to let her find out about the pregnancy this way? It was insensitive and hurtful."
Abby and husband Ben have twin daughters from their 11-year marriage, which broke up at the end of 2014.
Ben is now dating Kristina, who he met during his time on Strictly Come Dancing in 2013. Ben was paired with the Russian dancer until they were voted off halfway through the series.
Ben met Abby when he was 17 in 1995 and they married in 2003. They went on to have twin daughters Harriette and Isabelle in 2008.
In September 2014, after months of speculation, a statement was released on behalf of the couple confirming they had split.
It read: "Ben and Abby Cohen have agreed to take time apart to deal with some marital issues but remain fully committed to the welfare of their children. There is no third party involved, and Ben and Abby now ask that their privacy and that of their family be respected at this difficult time."
In July 2015, Ben, 36, and Kristina, 38, revealed they had started dating.
At the time, Abby said: "The last two years have been the most traumatic thing that has ever happened to me."
On Thursday (7 January), Kristina told fellow housemates she's "almost three months" pregnant with Ben's child. It will be her first.
She said: "'There was something [that] happened in my life before I came into the house over Christmas.
"And obviously I thought it's very private news, you know but because we are living as one family now and everybody is sort of supporting one another now.
"It happened to be that I found that my boyfriend and I are going to have a little one."
Kristina's spokesperson added: "Kristina and Ben were surprised and delighted to find out that she was pregnant shortly before she entered the Big Brother house.
"She is well and looking forward to being a mum."
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