Mary Plaza, 27, says she is now three months pregnant with the Chile forward's baby and added: "I'm very happy.
"I feel bad for his girlfriend and for her family but Alexis already knows.
"He knows I'm going to go through with the pregnancy and that I'm delighted the child is his.
"I've felt awful these first three months but now I'm better.
"I don't care if it's a boy or a girl, I just want it to be healthy."
Sanchez's new girlfriend Laia, a Spanish art director and designer, has made it clear she is standing by her man despite the pregnancy reports.
She has posted a picture of her and Alexis on her Instagram page with the message: 'Amor Verdadero' - Spanish for 'True Love.'
She has also published another picture of her with a horse in a beautiful country landscape alongside the words: 'Keep calm.'
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