The 70-year-old rocker after hearing the news is also said to have joked that the future baby could have one of their own children before he retires, reported Daily Mirror.
"She and Alex are thrilled and broke the news to their immediate families last week. Jade was a little taken aback at first, not least because it means she will be a grandmother by the age of 42. She is expecting some ribbing from her showbiz pals," a source said.
The singer could be set for a busy year if he assumes a hands-on role in the child's life as it was previously reported he is looking to create his own music festival in Rio de Janeiro in Brazil.
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