Charlotte, 35, is eight months pregnant and Chris has said he has forbidden her from travelling to Belgium to watch his team's latest Euro 2016 qualifier match, as he is worried she might go into labour early.
"Charlotte was talking about jumping on the train, but I said, 'Listen, a lot of my mates want you to jump on the train to Wales so the baby is Welsh, never mind having it in the tunnel,'" the 54-year-old told the Daily Star.
"She wanted to come to Belgium but I said, 'No'. It's too much of a risk. She is due in the first week of December so touch wood she can hold on a bit longer."
Charlotte announced that she was pregnant with a tweet in June. She wrote: "Thanks for all the congratulations! We are very pleased and excited to be expecting a baby this year!!"
The baby will be Charlotte's first child, but it will be Chris's fifth, as he already has four children from a previous marriage - Sonny, 21, Christy, 19, Faraday, 16, and Georgie, 14.
Chris and Charlotte met in 2012 when Charlotte was presenting a golf competition in Portugal - which Chris won. The pair got engaged in August 2013 and they plan to get married in May next year.
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