The dancer, 36, Tweeted his news after his wife Zoe gave birth to their daughter.
On Boxing Day he wrote: "My wonderful wife & I had the best Christmas present ever. Our baby daughter arrived on Christmas Day. Zoe & Baby (sic) doing great! Very precious."
Model Zoe wrote: "Thanks for all your wonderful messages. We're so thrilled and overwhelmed and so in love with our beautiful baby girl. Can't stop staring!"
Brendan and Zoe married in July 2010 after meeting at the birthday party of mutual friend Rick Parfitt Junior two years previously.
Brendan partnered Olympic cycling gold medallist Victoria Pendleton in the last series of Strictly.
He danced with Kelly Brook on the pre-recorded Christmas Day special of the show.