Fallon married the producer in 2007. Their first child was born Tuesday.
"I'm the father of a beautiful baby girl. Her name is Winnie Rose Fallon and she's so cute. She's 5 pounds, 9 ounces. Me and my wife are so happy," Fallon said during the monologue for his show Wednesday. "Thank you all for all the well-wishes on Facebook and Twitter and the blogs. I'm just so happy."
The comedian and talk-show host is to take over "The Tonight Show" from Jay Leno next year.