Coleen said: "I don’t want the boys to grow up and say: 'How come you never took us to watch my dad play in the World Cup?'
"Klay hasn't got a clue, as he's too young, whereas Kai knows he's going, but I don't think he gets the importance of it being the World Cup and how big it is," she added, before saying: "He seems excited, even though he's not that into football."
Coleen appears to be obeying Roy's rules however, adding that because of England's schedules she and the boys may not be able to see Wayne, but she continued: "At least he knows we're there and we're going to support him."
England lost their first game of the 2014 World Cup, scoring only one goal against Italy's two.
On Sunday, Father's Day, Coleen also sent out a Twitter message to her husband which read: "We love our daddy!! Happy Father’s Day…We’re so proud of you xxx" and added a collage of snaps of Wayne and his two sons, Kai, aged four, and one-year-old Klay.