"I would like to introduce…Winnie Rose Fallon," the Late Night host captioned the adorable snapshot, which showed a close-up of the sleeping newborn's sweet face.
Speaking about the surprise birth of his daughter one night earlier on his show, the Saturday Night Live alum said fatherhood was an exhausting but rewarding experience. "It's been a crazy couple of days — well, actually, just one day," he quipped in his opening monologue. "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 [it's] very taxing [for us]," he joked. "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 5 pounds, 9 ounces."
Fallon and his film producer wife have been married since December 2007. This is their first child.
Sign up now for the Us Weekly newsletter to get breaking celebrity news, hot pics and more delivered straight to your inbox!