The couple welcomed Ever Belle Yeoman on Friday, reported People magazine.
"Daddy loves you my beautiful girl! Thanks for making me and Gigi the proudest parents alive," the "TURN: Washington's Spies" star announced via Instagram, sharing a photo of his daughter grasping his finger.
"Your hands may be tiny but your hold on our hearts is enormous! #justbecameadaddy #babyyeoman #proudparents #ournewarrival #babygirl #ourdaughterEver," he wrote.
The "Mentalist" alum, 36, and Yallouz Yeoman announced the pregnancy in October.
The couple got married in September 2013.