"It wasn't really a secret, but my wife and I had been trying for awhile to have a baby. We've tried a bunch of different things, so we had a surrogate," Fallon said on Friday's edition of "Today."
Fallon, 38, said he and his film producer wife Nancy, 46, decided not to tell anyone they were expecting a baby until she actually arrived.
"This time we just said we're not going to tell anybody, it'd be just more fun if it's just private between me and my wife and then we get to introduce her to everybody," Fallon said.
"When it happened, we were in shock. We're like: 'All right, who do we tell? Who's going to be mad at us if this gets out?' We had to call everybody and it's so emotional when you call everybody."
The Fallons married in 2007.