The couple announced their newborn daughter's name, Brenda Fevola.
In the picture, shared to the Fifi, Fev & Byron radio show's Instagram, the 37-year-old said: "SHE IS HERE!!!!!! Welcome to the world little Brenda Fevola."
Shortly after the birth, Brendan called into the Fox 101.9 Fifi, Fev & Byron radio show, telling his co-hosts that his daughter has "a huge head of hair" and looks just like him.
He gushed, "You should see how much hair she's got. It's amazing. She looks like me a bit...she's super cute."
The radio host added, "She's a little mini me. Little fat cheeks, she's so cute."
The doting dad continued, "(It's) the most amazing feeling of all time."
"Alex is amazing. She's incredible."
The former Carlton football player and Alex share two children, daughters Leni, 12, Lulu, 8.
Brendan is also a proud stepfather to Alex's daughter Mia, 18, from a previous relationship.
The couple first wed in 2005, but divorced in 2014. The couple reconciled and became engaged this year.