The Sun reports that the WAG's sibling Anthony McLoughlin shared the picture through Instagram, with the caption: "Another nephew for me!"
However, it appears that he hadn't asked Coleen's permission to share the personal photo.
A source told the newspaper: "It's not the sort of thing you expect to be shared with millions of strangers. She sent him the snap but didn't expect him to make it global."
Despite Coleen's surprise at her brother's actions, she is "absolutely fine" with the image going public, the insider added.
Coleen and Manchester United footballer Wayne recently revealed the sex of the baby, who will be younger brother to the couple's 3-year-old son Kai.
Watch the Rooney's Christmas elves video below: