It's another girl for the couple, who are also proud parents to seven year-old Lilly-Ella and five-year-old Lexie.
The couple have named their new arrival, Lourdes - the same as Madonna's daughter - and the little lady weighed in at 7lb 15oz.
A spokesperson announced the couple's happy news with the message:
"Both mum and baby are doing well.
"Steven and Alex would like to thank the media for respecting the privacy of their family at this time."
Congratulations Alex and Steven!
What do you make of their name choice?