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Shams Babar, a friend of the Siddique family, said Malik had acknowledged his marriage to Siddique despite earlier denials.
"Both Shoaib and Ayesha have signed the divorce papers on Wednesday," said Babar.
The Siddique family on Sunday filed a police complaint against Malik over his plans to wed Mirza. Police questioned Malik and seized his passport, to ensure he did not leave the southern Indian city of Hyderabad during the investigation.
In her complaint, Siddique alleged that Malik married her in June 2002 and she accused him of subjecting her to cruelty and harassment by denying that the wedding took place and by trying to marry another woman.
The Malik-Mirza wedding is scheduled for April 15.
Mirza ended a previous engagement to childhood friend Sohrab Mirza in January, citing incompatibility.
Malik has played 29 tests and scored 1,517 runs at an average of 36.11. In 190 one-day internationals he has 5 141 runs at an average of 34.50 and also taken 132 wickets.
Malik lost the Pakistan captaincy of Pakistan following a limited-overs series loss to Sri Lanka at home last year.
Mirza is a two-time Grand Slam mixed doubles champion and became the first Indian woman to crack the world top 40 rankings, reaching a career high of No. 27 in August 2007.
She has not advanced beyond the first round in her past four tournaments and withdrew from tournaments in Malaysia and the United States in recent weeks due to a wrist injury. She is currently No. 92 in the rankings.
