Arnett's girlfriend Alessandra Brawn gave birth to a baby boy named Alexander Denison in June. Arnett also shares sons Archibald William Emerson, 11, Abel James, 9, with ex-wife Amy Poehler.
"He came into the world with a furrowed brow, let me just say that," Arnett joked before he described how the pandemic has allowed him to spend more time with his newborn at home.
"Because we're at home and I'm not able to be out at work, it's been nice to have a beautiful baby, innocent baby and kind of be in that bubble. That part has been nice," Arnett said.
"The reason that we do it is the idea that it was going to be a nice surprise and it kind of mixes things up. But really it's about whoever gets that guest on, they're the ones who have to do whatever research has to be done and the other guys can just show up," Arnett said.