Rocco and Lourdes are students at the Lycee French School in London. There they learned the language of Molière, and are speaking French to eachother at home, while their parents can’t understand them.
According to a quote in The Sun, Rocco speaks French often. "He speaks it all the time at home because Lourdes is fluent. They talk to each other in French all day, chatting away non-stop."
"It’s very funny. neither Guy nor Madonna speak a word of the language so they cannot understand anything."