In photos acquired by The Daily Telegraph, the pair looked happy as they took their two children to Centennial Park in Sydney.
Sam can be seen carrying the pair's daughter Poppy, while former journalist Phoebe wheeled their newborn William in a pram.
The NRL star is thought to have ended the couple’s relationship just before Christmas and Phoebe was not seen at the Burgess family Christmas dinner held at Watson’s Bay.
A source close to the pair told The Daily Telegraph that “things have been bad for a while”.
“They tried to keep it together but it all went to s**t, that's the honest truth. It is pretty messy,” the source said.