The tennis session is Blum's first public outing since Grohl's statement and she looked in high spirits as she enjoyed a four-hour session with coach Christopher Crabb, 55.
Before Grohl confessed his own infidelities, he allegedly accused his wife of 21 years of having a "flirty" relationship with Crabb.
But insiders claim Grohl's outburst could have been a distraction technique from his cheating.
They told DailyMail.com : "Dave Grohl has been jealous for ages about Jordyn's hot tennis coach.
"They've had arguments about him, and Dave thinks they've flirted. Jordyn has told him he's crazy to even think that. But Dave has persisted."
Blum, 48, has been training with the tennis coach for a number of years, sometimes having three lessons a week at his $1.4million Tarzana property.
Crabb has previously described Blum as a "great student" and she's clearly a talented player, given she has competed in competitions since taking up the sport seven years ago.
Fall Out Boy bassist Pete Wentz was seen leaving the same lesson as Blum.
The mother-of-three was later spotted grabbing lunch at a local restaurant.
Since Grohl, 55, announced the arrival of his love child, Blum has reportedly been consoled "24/7" by close friend and Hollywood star Kate Hudson.
She has even offered Blum the opportunity to move into her house.
A source told DailyMail.com : "(Hudson) was shocked and appalled that at Dave's age, he's still cheating – not only on Jordyn but on their daughters as well.
"Kate told Jordyn she's there for her 24/7 and not to hesitate to pick up the phone even if it's for a good cry or if she needs her to come over for a hug and a heart to heart.
"Kate would stay with her in a heartbeat if she asked"
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