The 35-year-old was previously married to Iran Angelo, but their marriage ended on the rocks last year.
Hulk moved on and immediately got into a relationship with Camila, who is currently the striker’s fiancée.
In an Instagram post, the former Zenit forward announced that he was expecting a child with his ex-wife’s niece.
"Today with a heart full of gratitude to GOD, I come to share with you that for the fourth time I am being blessed with another child," he wrote.
"My heart overflows with so much happiness and I can only say thank you GOD. We are already looking forward to receiving you, child, we love you unconditionally. Come full of health my baby."
Hulk and his ex-wife were together for 12 years and it came as a huge surprise when he left her for her niece.
However, the footballer has previously denied ever cheating on his wife when they were married.
In an interview last year, he said: “I never had a relationship with Camila when I was married. I am a man. I was not happy in my marriage.
“I had countless reasons. I spent my entire marriage betraying Iran. She lived a single life. She just wanted to have the status of wife of the Hulk.”