The couple's identical twin daughters Myla and Charlène were born in 2009.
The Daily Express reports that sources close to the family said Federer's pregnant wife Mirka is due in July and is expecting twins. Although the 17-time Grand Slam champion is yet to confirm the news, he had tweeted last year that Myla and Charlene will be big sisters in 2014.
The older sister of eight-ranked Federer, who topped the Forbes magazine's list of world's highest paid tennis players with earnings worth £43 million in just one year, also has twins.
Alongside Stanislas Wawrinka, Federer defeated Ernests Gulbis and Milos Raonic on Monday to advance to the quarterfinals at the BNP Paribas Open, the report added.