"They consider this a private matter and other than this confirmation no statement will be made.
"I ask that you respect the privacy of all parties involved and their families."
The Holiday star already has three children, sons Rafferty, 18; and Rudy, 12; and daughter Iris, 13; with his ex-wife Sadie Frost, who he divorced in 2003.
He also has a five-year-old daughter, Sophia, with model Samantha Burke following a brief fling in 2008.
This latest development is somewhat of a surprise as Jude has been mostly single over the past few years.
He was last linked to actress Ruth Wilson until earlier this year after they often photographed together, although she insisted they were just friends.
In 2008 - before his fling with Samantha - Jude was photographed kissing Rod Stewart's socialite daughter Kimberly, who has since gone to have a child with Benicio Del Toro.
Aside from his wife Sadie, Jude's most high-profile romance was his on-off relationship with Sienna Miller.
The hunk admitted five years ago that becoming a father shifted his priorities in life and gave him a wake-up call.
He said in 2009: "Being a daddy is what counts. I used to sleep until noon, but it's not so bad to have to get up at 7 and give them breakfast.
"My daughter made me realise that if there's anything that's going to make a man of you, it's having your will broken by a little girl."
- Daily Mail