After the news was announced, Fallon joked, "I’m really excited to host a show that starts today instead of tomorrow."
The child is the couple's first, who married in December 2007. A spokesperson for the couple confirmed that the new parents are overjoyed about the arrival of their beautiful daughter.
Nancy has been spending much of the summer at their Hamptons house. Beginning next year, Jimmy Fallon will move from "Late Night" to NBC's "The Tonight Show", take over for Jay Leno and his spot on Late Night will be filled by Seth Meyers.
The Late Night host - Jimmy Fallon and his wife- producer Nancy Juvonen (nee Juvonen), welcomed a baby girl in New York at 6.21 am (8.21pm AEST) - Tuesday, while the world was watching and waiting for the U.K.'s little prince to arrive.