The Cavs were in New York City to play the Knicks on Monday night.
"I heard that Tristan has been there before", says our source. "I like just having my routine and being a little more under the radar".
Kardashian, who is nine months pregnant, remains in OH, where Thompson's home is.
PopCulture.com reports that in the explicit Instagram story, which a Twitter user nabbed and posted before it was deleted, she posted screenshots of the photos of Thompson and the woman, who media outlets have identified as a NY strip club worker named Lani Blair, and wrote: "Let us be happy".
"Merry Christmas & Happy Holidays from me and mines, to you and yours", the caption read.
Kardashian has thoroughly documented their love story on social media, sharing romantic snaps of the couple in the weeks leading up to her April due date. "I was like, oh this is such a nice, normal man - the normalcy is what I was craving". She also posted a series of explicit text messages said to be from Tristan, before deleting her posts. "As long as we're good with all that travel, I'm honestly not seeing anything that I'm immediately concerned about".
Khloe Kardashian's other half, and father-to-be of her baby girl, was caught on CCTV back in October, getting very close to two ladies.
"I accept it for what it is", she said.
Thompson has just one child with ex-girlfriend Jordan Craig.
Reports surfaced that Kardashian is pregnant.
The source confirmed that Khloe's mom, Kris Jenner, has already flown to Cleveland, Ohio, to support her pregnant daughter while the rest of her family is in constant communication with the 33-year-old. "Please don't worry about my sister who has a career & her s- together at ONLY 17 ☕", Kardashian tweeted. She wrote, "I know we've had our differences in the past but my heart is broken for you sis".
The Kardashians are hoping the basketball star has some explanation.