The Frasier star and fourth wife Kayte Walsh announced on Sunday (January 15) that they will welcome the babies later this year.
According to The Huffington Post, Camille was not told about the news personally and instead found out by reading it in the paper.
"Camille and the children had no idea. They found out about it from the media," a source told the website.
Camille recently revealed that she would not give up her last name as she feels that keeping Kelsey's is what's easiest and best for their two children.
Earlier this month, Kelsey admitted to having an affair with Walsh while still married to Camille.
Watch Kelsey Grammer win at last night's Golden Globes below: