There is nothing to do from a fraud/immigration perspective. This is not fraud, really. The fact that she said that could mean anything. It is not evidence she entered into the marriage to come to the US nor that it was not a real marriage for 9 years.
You should talk to her. Maybe she was angry or she was depressed after having the baby. We don't know her or you. But you should look more into the family side of the matter (counseling, talking, etc.) rather than trying to get her into trouble. Your kids would not like having their mum taken away from her. And if she divorces you, I'm guessing you want to be able to be with your kids and not have to argue with her all the time.
I would say probably not much really can be done. It wasn't a quick 3 year marriage based citizenship, and like you said, there is no real evidence other than word of mouth about her making a comment....