Pique had claimed that the group contains players from the Spanish national team who play for La Liga's two big sides, joking that they use it to "talk s***" about each other's teams.
"All we do in that group is talk s*** to one another about Barca and Real! It's the best," he said.
"We're just like little kids. And the truth is, it's especially hilarious for me right now, because now we're up 15 points on Real in the league, so I'm getting very creative in my responses."
Shortly after Pique made the revelation, fellow Spaniard Sergio Ramos responded, as reported by 'Mundo Deportivo'. "The group definitely exists," he admitted.
"But I don't read it, because I've got rid of Whatsapp, so I live more peacefully."
Probably a wise decision from Ramos, as Pique revealed that he likes to take the mick out of the Madrid players' 'sombre' Instagram posts.
"I'm texting them in the WhatsApp group, 'Come on guys, why so serious?!' Then I put a little crying emoji, and a laughing emoji," he claimed. How cruel...