Rose Byrne and Bobby Cannavale are proud parents.

Bobby revealed his new son Rocco was born earlier this week, when the star appeared on American chat show The Late Show with Stephen Colbert.

Rose Byrne, left, and Bobby Cannavale attend the premiere of "Danny Collins" at AMC Lincoln Square
Rose Byrne and Bobby Cannavale have already starred in three films together (Evan Agostini/AP)

He said: “I had a baby on Monday, yes.

“You know, I didn’t do anything. We 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.”

The TV host asked if the newborn was named after Saint Rocco to which Bobby replied: “Actually, yeah, patron saint of the sick … pretty sure. Could be wrong. I’m tired.”

Bobby Cannavale and Rose Byrne at the 65th Primetime Emmys
The couple managed to keep details of Rose’s pregnancy under wraps (Andreas Branch/AP)

The couple have been dating since 2012 and this is their first baby together. Bobby already has a 20-year-old son with his ex-wife Jenny Lumet.

Bobby and Rose have already starred in three films together – Annie, Adult Beginners and the hit comedy Spy. Hopefully parenthood doesn’t stop them working together again!