The actor has revealed that he and first-time mum Rose are now proud parents of baby boy Rocco.
Although the notoriously private Rose is staying tight-lipped about her new arrival – and not sharing pics! – Bobby broke the news during an appearance on The Late Show with Stephen Colbert.
Bobby was on the show to promote his hit HBO show Vinyl, about a New York music executive in the 1970s.
“I had a baby on Monday, yes,” the Spy star told Stephen.
“You know, I didn’t do anything. We [fathers] don’t do anything and I’m so tired. I think I’ve gained 28 pounds since Monday,” he joked.
“I mean, I’m not kidding you. Like, this jacket fit so well, like, last Thursday. But I’ve been eating so much.”
Bobby, 45, also mentioned that his friend Al Pacino, a recent Broadway co-star in Glengarry Glen Ross, gave him a diaper cake to celebrate Rocco’s birth on February 1, 2016.
“It was so sweet … it was a big cake made out of diapers.
“[He said:] ‘it’s for your boy’,” Bobby said, attempting his best Al Pacino impression.
The Bridesmaids star and Bobby have been dating for three years and formally announced they were expanding their broad in November 2015 to TV Week magazine.
During an interview with the magazine Bobby let slip: “It’s a great time and we feel really excited about it”.
“We haven’t talked about it to anyone, but it’s pretty obvious if you see her that Rose is pregnant – and I will tell you that I am the dad.
“We’re thrilled, but like anybody could understand, we just want to raise our family quietly and privately,’ he continued.
While attending the Vinyl premeire in New York Rose opened up about her pregnancy for the first time.
According to a Daily Telegraph report Rose revealed she was “feeling great” and in “good health”.
“I’m very excited for the year ahead on lots of fronts,’ the 36-year-old added.
While this is the first child for Rose, the bundle of joy is a second for Bobby who already has a 20-year-old son, Jacob, who he shares with actress Jenny Lumet.