When the interviewer asked Julio to confirm he wasn’t talking about the couple’s two-year-old twins, Lucy and Nicholas and that a new baby had arrived, Julio replied: “Yes”.
However the brother of the Spanish singer refused to reveal whether the notoriously provate couple had welcomed a boy or girl.
He added: 'My brother now has three children. He’s very happy.'
Rumours started swirling that the Anna and Enrique were expecting another child after pictures obtained by Spain's Hola! magazine showed the pair on a boat in Miami, with Anna appearing to have a large bump.
The couple also kept the birth of their twins secret.
Speaking about coming a dad, Enrique previously admitted: "It's one of the best feelings in the world. [I'm more responsible]. I drive slower. I think about stupid things a few more times before doing them. I hope to be a cool, easy-going dad."