Alena was born in February to the 24-year-old singer's brother and former bandmemeber Kevin Jonas, reported E!Online.
"She is so tiny, it kind of scares me. She was awake, kicking and smiling and grabbing for your finger. I honestly can't wait to spend more time with her," Joe said.
Joe is happy for his brother, who became a first-time father after the birth of Alena.
"I mean he is a dad now and it's kinda crazy. I know he has not gotten much sleep. He instagrammed a picture at like 2 pm saying 'good morning' with the baby so he was probably up all night with her as she was crying," he added.