The night before news hit that former California Governor Arnold Schwarzenegger had a child out wedlock, his wife Maria Shriver dined with Oprah Winfrey. PEOPLE reports the former First Lady of California joined Winfrey, her beau Stedman Graham and Winfrey's best friend Gayle King met at Chicago's RL Restaurant.

"She was there with her daughters," a source told PEOPLE. "The reservation was in Oprah's name." The group stayed "for several hours," the source said.

RadarOnline.com reports Shriver found out the news was about to break while at this dinner. Maria had a very animated, very emotional 15 minute phone call," a source told RadarOnline. "She was very upset and from what she was saying, it was obvious that she was getting some stunning news. She left the dinner right after the call.

Earlier Tuesday, Shriver asked for compassion and privacy just hours after it was revealed that her husband of 25 years had fathered a child with a member of their household staff.