The New York Daily News said the film star and former politician recounts in his new autobiography "Total Recall: My Unbelievably True Life Story" how he thought his estranged wife set up the counseling appointment in 2011 to help them transition from public to private life after he left the California governor's office.
Once they were in the session, however, Shriver asked him if he fathered a son with Mildred Baena, a married member of the family's household staff years earlier, Schwarzenegger said.
"The minute we sat down, the therapist turned to me and said, 'Maria wanted to come here today and to ask about a child -- whether you fathered a child with your housekeeper Mildred,'" the Daily News quoted Schwarzenegger, 65, as saying in the book.
"I told the therapist, 'It's true,'" Schwarzenegger wrote.
He said in the book he wished he had told his wife about the fling -- which happened in 1996 when Shriver was on vacation with their children and he was in Los Angeles working on the film "Batman & Robin" -- but said he kept the secret because he was ashamed of his behavior.
"Instead of doing the right thing, I'd just put the truth in a mental compartment and locked it up where I didn't deal with it every day," he wrote.
Schwarzenegger went on to say he reassured Shriver "it was my screwup" and she was the "perfect wife," but too much damage was done to save their marriage.
Shriver filed for divorce last summer after 25 years of marriage. She and Schwarzenegger have four children.
Joseph, the actor's son with Baena, is 15.