The 26-year-old Jonas Brothers star, who married Danielle in 2009, had announced in July that the couple were expecting a baby, reported Ace Showbiz.
Kevin took to Twitter to express his excitement, when his wife was in the delivery room.
"Baby Jonas is on the way!! It's showtime this is not a drill. I'm so excited," Kevin wrote.
Kevin's two brothers, Joe and Nick also expressed their happiness and surprise over the birth of Alena, who arrived just a day after the funeral of their grandfather.
"My grandfather's memorial was yesterday. Today we welcome a new addition to the Jonas family. God is great. Can't wait to meet my new niece," Nick posted.
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