The "Bridesmaids" star had hinted at motherhood on "Saturday Night Live."
The couple had kept quiet about their growing family amid reports that they welcomed a third child.
"Our hearts are full, our eyes are tired," the country singer wrote on social media.
Bundle of joy Banks Violet Bair is the "Lizzie McGuire" star's second child.
The reality TV star hinted she won't be as secretive this time around.
The Olympic gold medalist skier and his wife, a pro beach volleyball player, lost their daughter Emeline in a pool accident in June.
The "Parks and Recreation" alum is said to have given birth to a baby boy a month ago.
Teigen and John Legend's little one was born three weeks early.
"#BaldwinitosEverywhere," the actor wrote.
It's the first for the "Spider-Man" star and fiance Jesse Plemons.