Cannavale made the major announcement on "The Late Show with Stephen Colbert," reported E! online.
"I had a baby on Monday, yes. You know, I didn't do anything. We (men) don't do anything and I'm so tired. I think I've gained 28 pounds since Monday. I mean, I'm not kidding you. Like, this jacket fit so well, like, last Thursday. But I've been eating so much," he said.
The couple have named their son Rocco and he "is doing great."
Asked if the newborn was named after Saint Rocco, the actor shared, "Actually, yeah, patron saint of the sick... Pretty sure. Could be wrong. I'm tired."