The NBA star and Nichols apparently conceived the child in March — when he was still with the Kardashian Konfidential author.
"Khloé was upset to find out that he cheated again," a source told People. "She just can't believe that he is going to be a dad again."
Nichols sued the NBA star for child support in June, with her lawyer insisting they first hooked up five months before Thompson's 30th birthday festivities in March. Meanwhile, Thompson maintained in legal documents that he only had one sexual encounter with the new mother.
"It's just a sad situation to her," the insider continued of Kardashian, who previously stood by Thompson after his third public cheating scandal. The former flames last split in June after Instagram model Sydney Chase came forward, claiming she hooked up with Thompson multiple times while the couple was still together.
The source noted Kardashian's friends told her "over and over again" to not give the former Boston Celtics player — who also shares son Prince, 4, with ex-girlfriend Jordan Craig — another chance. However, the Good American co-founder stayed "because she always believed that he would change,'' and "wanted to keep the family intact for True."
"[Khloé] is just a really great person and wants to see the positive in people," added the insider.
"Khloe's family always tried to support her," a source acknowledged, per the outlet. "They always treated Tristan well even after he broke Khloe's heart multiple times."
Kardashian and Thompson previously discussed having another child together via surrogate. Their initial journey was heavily documented on the final season of the family's hit reality show before the coparents broke up over the summer.