And as we're not entirely sure who the singer is actually dating at the moment, it's even more of a mystery.
Our money's on her ex fiance, American football player Jason Bell, after it was rumoured the pair had rekindled their romance after they were snapped together back in March.
They were together for three years before calling off their engagement in June 2011.
And yes, we know it's none of our business but we're a nosy bunch here at HuffPost Entertainment - and it seems Nadine's going to keep us guessing for a while yet.
"Nadine is going to reveal who the father is herself in her own time," her rep told The Mirror.
Meanwhile, Nadine's former Girls Aloud bandmates have taken to Twitter to congratulate her on her happy news.
Cheryl Cole tweeted: "NADINE IS HAVING A BABY!!! OMG. I can't contain my excitement, she is going to be such an amazing mum and the little one will be the baby of a member of girls aloud!! WOW!!"
And Nicola Roberts also sent her best wishes, tweeting: "Congratulations on your lovely news x"