The reality TV star, who is seven months pregnant with Alex's baby, is reported to have been in floods of tears after finding out about the pair's exchange - and has demanded to know what is going on.
According to the People, Alex, 36, began sending messages to the 19-year-old - who was named winner of the Sky Living show Signed By Katie Price last December - after he began following her on Twitter.
He then sent her a private message, which he ended with a kiss.
A source told the People that Chantelle was 'extremely upset' by the exchange.
'She's in floods of tears,' the insider added. 'This is a horrible situation for her. She wants to know what the hell's going on.'
However Alex's representative told the paper that while he did message the teenager, nothing untoward had occurred.