The Man City ace was last week in legal meetings with Lauryn Goodman, mother of his love child.
Sources said he had clashed with Annie, 30, and spent “some time away from home”.
But Kyle, 33, told The Sun on Sunday outside the couple’s Cheshire mansion: “We haven’t split. I’m here at my family home, aren’t I?”
Influencer Lauryn, 32, recently gave birth to her second child.
She has not revealed the father but pals believe it is a footballer.
Kyle is the dad of her three-year-old son Kairo.
A source said: “Kyle and Annie have been arguing.
“She said she’d had enough because of all the ongoing stuff with Lauryn.
“There was another legal meeting involving her and Kyle this week. It’s put a real strain on them.
“Annie has done nothing wrong apart from trust him. She wants to keep things together.”
Childhood sweethearts Kyle and Annie wed in 2021.
In 2019 he briefly moved out after reality star Laura Brown said they’d romped in his Bentley.
On Thursday Annie posted a pic captioned: “Karma has no menu. You get served what you deserve.”
A source said: “Lauryn hasn’t said who the baby’s dad is.
“Her friends think it is a footballer and have asked but she won’t tell anybody.
“She also wants to keep the name a secret but it begins with K — just like Kairo.”
Yesterday we approached Lauryn for comment.