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The first assignment of the mentors will be the Champions One-Day Cup domestic tournament.
A podcast on news channel Samaa TV claimed that Malik and Sana had been having an affair and intimate relations since last three years despite being married.
The cricketer was earlier in the news for his alleged separation from Indian tennis sensation Sania Mirza.
Malik was previously married to Indian tennis star Sania Mirza, with whom he has a son.
Malik explained why the two had not been seen together for a while now by noting they both had busy schedule.
Sania will compete alongside Kazakhstan's Anna Danilina at the Australian Open, which begins on January 16, before bidding farewell to the sport in the UAE.
Sania, who had announced in January this year that she would be retiring at the end of season, has reportedly been living separately.
As per multiple media reports, all is not well between Sania and Malik for quite some time now and they are heading toward divorce.
While the actual reason for the reported discord is not known, a report by DNA quoting Pakistani media said recently that Malik cheated on the star tennis player.
Malik, who played the last of his 124 Twenty20 Internationals against Bangladesh last November, has impressed in Pakistan's domestic T20 league.