Fifi, who is also mum to six-year-old Trixie didn't seem fazed by the call from her colleagues.
"I'm great!" Fifi, 42, told her co-hosts.
"I'm in my heavenly, blissful, holding my beautiful baby girl in my arms. I haven't slept for two days and I'm trying to remind myself how to breastfeed."
The TV and radio host said Trixie, whose father is Grant Kenny, is loving being a big sister - however Fifi has missed out on some "bonding time" with her bub because of it.
"Trixie's loving it, Waleed," she said.
"She's very hands on. I kid you not, when Daisy was delivered, it took me two hours to get her back off Trixie," continued the blissed-out mum.
"She's decided that she's her baby, so I missed out on some quality bonding time."
Fifi announced she was pregnant through IVF in February, and said she conceived with an anonymous donor.
"I am still pinching myself that I have been this blessed and that this little miracle is growing within me, a much wanted and longed for sibling for a very excited big sister!" she shared on her Instagram.