NRL star Sam Burgess has thanked his pregnant wife Phoebe for standing by him following his club's lewd sexting scandal.

The England international fronted the media on Tuesday afternoon to promote the South Sydney Rabbitohs' Saturday preliminary final against the Sydney Roosters.

South Sydney has confirmed the club is investigating an incident reported to have occurred while players were in New Zealand after a win over the Warriors in May.

"What hurts me the most is seeing my wife upset," Burgess said while speaking out for the first time since photos of explicit text messages sent from his Facebook account emerged.

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"I'm not angry, you can all make your own assumptions regarding the timing of this whole thing coming to light.

"I just want to protect my family."

Burgess's brothers have both stood by him during the controversy, as has his wife Phoebe, who posted a supportive photo on Instagram on Monday.

Phoebe Burgess returned to Instagram on Monday, three days after her husband became embroiled in the sexting scandal.

The 29-year-old mother, who is heavily pregnant with her second child, shared a photo which showed her sitting on a picnic rug beside her 19-month-old daughter, Poppy.

While Phoebe didn't address the ongoing scandal, she tagged Sam's name in the image, suggesting that she is standing by her man.

"Moments in the sun with my babies," Phoebe captioned the Instagram snap, which saw her turning her head away from the camera.

She wore black leggings and a white crop top, which allowed her to flaunt her burgeoning baby bump.

Phoebe is 27 weeks pregnant, and tagged Sam's Instagram handle, '@samburgess8', over the top of her protruding stomach.

Her return to social media comes after she abruptly called off a scheduled appearance at Colgate Optic White Stakes Day over the weekend.

The cancellation came in the wake of a Daily Telegraph report on Friday, which revealed that explicit images of two players were sent to a young woman from Burgess's Facebook account during a video chat which took place in May.

Screenshots from the video chat show a man exposing his torso and genitals to the woman during their video conversation.

Another man was photographed with his pants down and baring his behind, captured in screen shots from the live video.

Rabbitohs bosses refused to confirm who the players were, The Daily Telegraph reported.

Chief executive Blake Solly told the paper he had "constructive and helpful" discussions with the woman.

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Moments in the sun with our babies ☀️ #27weeks

A post shared by PHOEBE BURGESS (@mrsphoebeburgess) on

The young woman said she felt violated after the video chat took a dark turn on May 26.

She said she struck up a conversation with the married footballer after finding a fake Tinder account using his images in Thailand.

The person using the account asked "You swipe right?" and said :The boys want to Facetime."

The video chat began with the men relaxing in a restaurant after a win earlier that day.

The woman claimed she then received a series of calls from the footballer's hotel room.

At the end of the exchange, the woman received a Facebook message which read "too much".

Records show an email was received by the club's operation manager on June 1 and she was told the matter was being taken "seriously".

But she claims the correspondence went quiet and her emails on June 5 and August 31 went unanswered.

"I first asked the club to investigate in May but, apart from an email acknowledging my complaint, no one got back to me," she said.

"I just want this sort of behaviour to stop — the players think they're indestructible."