She will spend a week at the Sandy Lane Hotel in Barbados with the boys and her family, while Wayne remains in disgrace alone in Cheshire, meeting his commitments to his football club Everton.
Friends close to the couple say that while Coleen, 31, will have packed plenty of bikinis for this, her seventh holiday in a year, she won't be taking her wedding ring.
Removed in early September, when she was forced to cut short a holiday in Majorca to deal with his latest diversion, her £500,000 wedding and engagement rings have not gone back on.
One person close to the couple says: 'She won't put the ring back on. She is making him sweat.'
This despite the fact she is constantly followed by paparazzi photographers watching for the rings' re-emergence as evidence that Wayne has been forgiven. As one in the couple's camp tells me, she could end the story - and Wayne's turmoil - in an instant by just wearing the rings.
But it seems that after this latest betrayal, she just can't bring herself to do so. The scandal seems to have stretched her elastic patience beyond breaking point.
Her fury, I am told, has been heightened because Wayne has not been as repentant as he might have been. In the immediate aftermath of his fall from grace, he was mostly angry about media intrusion and 'didn't seem very sorry because he said nothing had happened'.
(One newspaper even suggested Wayne wanted Coleen to promise not to go away on holiday so much - effectively blaming her for his indiscretion, which took place while she was abroad. However, sources close to the couple insist this isn't true.)
And so the frostiness chez Rooney continues. After nearly two months, there is still no indication when the deep-freeze treatment from Coleen and her indignant family might end.
It now seems possible that Coleen may decide, once their baby arrives in February, to ask Wayne to leave their £6 million Cheshire mansion for good.
One source in Coleen's WAG circle gives this credence, saying a stay at her parents' house with the children directly after her husband's arrest ended only because Coleen thought it best they should return to the family home to give her sons stability at the start of the new school year.
The source adds that the timing of what Bill Clinton's campaign team used to call a 'bimbo eruption' has been especially difficult for her to forgive.
She said: 'That this happened within a fortnight of her announcing her pregnancy has been a particular blow.
'Coleen is very proud. She is the queen bee of the local social scene and hates the idea of people laughing at her.'
A divorce would be heartbreaking for Wayne and leave a big dent in his £82 million fortune. Yet there is little evidence he is trying to win her round.
Despite reports in newspapers and magazines that he has bought a new family home in Portugal as a peace offering, that is denied, as is talk that he is planning to whisk her off on a romantic break to Mykonos to renew their vows.
Even the mild suggestion that he has been taking Coleen out for quiet nights at the cinema to remind her how much they used to love each other are said firmly to be wide of the mark.
So Coleen is unable to move on and there is no obvious grand gesture from Wayne - who seems to have given up in the face of her righteous anger, not to mention the strong disapproval of her devout Catholic family.
All in all, the omens for their marriage are not good. Indeed, Rooney's latest folly - booze-fuelled and idiotic - would be enough to give any wife pause.
He was driving office worker Laura Simpson home after a night in a local bar on September 1 when he was stopped by police. Ms Simpson later said they had sunk vodka and prosecco and the footballer had admired her 'boobs', asking if they were real and expressing a wish to give them a squeeze and find out.
According to her, they had a 'kiss and cuddle' and she offered the opinion that they would probably have 'ended up s******g' if he hadn't been pulled over.
As well as his driving ban and community service order, Everton docked Wayne two weeks' pay -some £300,000.
It has been 12 years since Coleen was first called on to forgive him. In 2005, before they were married, reports suggested Wayne had cheated on her with a prostitute called Charlotte Glover two years previously. He had apparently paid the sex worker £140 and left her a signed photo as a souvenir.
A month later, it emerged that he had paid ten visits to a £45-a-time brothel, where he was said to have slept with Patricia Tierney, a 48-year-old grandmother known as 'the auld slapper'.
He admitted it, saying: 'I did on occasions visit massage parlours and prostitutes. I now regret it deeply and hope people may understand that it was the sort of mistake you make when you are young and stupid.'
Coleen reportedly threw away his engagement ring and went on holiday to the Canaries, solo. But she forgave him quite quickly and they married in 2008 in Italy.
Then, in 2010, it emerged that when she was pregnant with first son Kai, Wayne allegedly had a series of encounters with prostitute Jenny Thompson in a Manchester hotel, including a threesome with another girl, Helen Wood.
A patch-up holiday in Dubai followed for the Rooneys. On the first night they were seen bickering furiously in their hotel restaurant, but after a few days Coleen was rubbing in his sun lotion and publicly embracing him. She embarked on the task of rebuilding their marriage and expanding their family.
But this time it seems everything is different. Insiders say Rooney is 'absolutely devoted' to his wife and turned down the very lucrative chance to end his playing career in the Far East because she didn't want to leave the UK, and he wasn't willing to leave her and the boys behind.
Yet he is, to be blunt, idiotically cavalier in his behaviour. He has been pictured gambling under the influence of drink, a habit that has lost him a considerable sum. It is said he likes to bet on the red in roulette but at times has lost tens of thousands chasing his losses. In May this year he was reported to have blown £500,000 at a casino.
Wayne's fans say his excesses are purely down to him being daft after drinking too much - but are genuine demons at work?
Whatever the truth, the schism between husband and wife continues. Coleen didn't accompany him to the recent funeral of former Newcastle United chairman Freddy Shepherd, and now she is jetting off on a break that clashes with his football commitments.
On her social media feed, she wrote jokingly: "7th Holiday??? ...I thought it was more than that!! Half term with the kids... hope you all enjoy yours & make lots of fun memories.'
Wayne, meanwhile, takes on Arsenal, Chelsea and Leicester. His biggest battle, though, to save his marriage, has yet to be won.
