The 38-year-old 'Late Night' host, who is married to Nancy, revealed his first child's adorable moniker, reported E! online.
"It's been a crazy couple days, well actually, just one day. It was just yesterday, It feels like I've had a four-day conference. It's very taxing on the fathers. I don't know how it is for the mothers, but very taxing.
"I'm emotionally drained. I'm a father of a beautiful baby girl. She's so cute. Her name is Winnie Rose Fallon and she's so cute. She's 5lb 9oz," he said.
is going to organise a play date between Prince William and Duchess Catherine's baby son Prince George Alexander Louis and Winnie.
"Yes William and Kate will definitely set up a play date," Fallon said.