Pregnancy rumors began swirling around the couple last month and they were all but confirmed Tuesday when Cole stepped out with Payne to London's St.James Christmas Carol Concert in an olive-green body-con dress that showed off her baby bump.
They met when Tre appeared alongside Cheryl as she performed her single live finals.
We never really believed Cheryl Cole when she said that she was 'just friends' with dancer Derek Hough back in 2010, but now the dancer has broken his silence on their relationship, revealing the pair did date.
The pair were linked following Cheryl's split from husband Ashley and were regularly photographed together, but both kept schtum about one another when asked about a possible romance.
Now Derek - who stars on 'Dancing With The Stars' in the US, has spilled the beans, revealing: "We dated for a while.
Absolutely we are still friends, we are very close." WE KNEW IT!