He means the three older kids - he's saying he didn't tell Annie about the pregnancy even though he found out before the WC, because he wanted them to be there with himHe DID take the kids to the world cup!
That means that loads of people knew, no? Did his family know? His mates, his colleagues- city, England...
Poor Annie. The betrayals.
Also, why would he do that interview- what the hell else has gone on that he doesn't want coming out?