The newspaper claims the special episode has already been filmed at the predicted cost of £50k, and now it won't be shown because of the axing of the BBC3 spin-off series.
Doctor Who Confidential, which showed behind-the-scenes footage, clips and interviews, was scrapped in September causing an outcry from fans.
Over 51,000 people signed an online petition on Doctor Who star Matt Smith's birthday to try and save the series, but it has proved fruitless so far.
The latest update on the petition website says: "The BBC Trust have acknowledged that they have received our letter. The BBC Trust are now due to get in touch with us by this Friday."
Rubbing salt into the wound, series producer Gillan Seaborne has claimed in the new edition of Doctor Who magazine that a Christmas edition has already been made.
She said: "The biggest regret is the episode of Confidential we've filmed for this year's Doctor Who Christmas special which now won't be shown.
"So I guess in the fine traditions of Doctor Who, we now have our very own missing episode."
Last night a BBC source told The Sun that they had no idea about the episode.
A BBC spokesman also insisted: "While Doctor Who Confidential has been decommissioned, all existing episodes will be shown.
"But there is no Christmas special."