The as-of-yet unnamed daughter was born Sunday in Henderson, Nev., People magazine reported Monday.
People talked to Sorbo shortly after his 8-pound, 7-ounce third child arrived and he reported "we're all happy and doing fine."
"When we got married, I told my wife that we were going to have three kids," he said. "First two boys and then a girl. I can't (make predictions about) the stock market, but with babies I have been exactly right."
Sorbo, 47, and Jenkins, 40, met in New Zealand when she did a 1996 guest appearance on "Hercules." They married two years later.