O filme nunca revelou quem é o pai. Eu acho que é o Costigan .
De respostas do yahoo por jeanette :
They never revealed who the father is. So you can take a guess. My theory is that it was Costigan. Since she didn't know the real situation, I think she was just going to stay with Sullivan and raise the baby as his. He was stable and secure, so she thought. Later when she finds out the real truth, you can see she's clearly distraught at the funeral. She walks away from Sullivan like the baby is no longer a concern of his. That's just me.
De Robert Love em quora .
Infertility and the relationship between fathers & sons is a theme in The Departed.
Early in the film, Staff Sergeant Colin Sullivan (Damon) is confronted by his girlfriend, Dr. Madolyn Madden (Farmiga), over a failure to perform sexually the night before: "So, do you want to talk about last night?" she asks, peeling a banana (not subtle imagery there). "You know, it's all right. Guys tend to make a big deal out of it. It's actually quite common."
Later, when Madden tells Sullivan that she is pregnant, she doesn't reveal the identity of the father. The allusion is that the father is Billy Costigan (DiCaprio), with whom she had an affair, and not Sullivan, who is impotent.