Dan, 37, tweeted on Tuesday, "Welcome to the world Celine -- we love you so much."
Dan also posted a photo with his wife and new daughter in the hospital on Instagram, writing alongside it, "We're so excited to welcome Celine to our family. Thank you for all of the well wishes and prayers, Mom and baby are doing great."
Dan and Chelsea first announced Chelsea was pregnant in June by uploading an Instagram selfie featuring an ultrasound image.
"Excited to welcome a third child to our family!!!" the Big Brother alum gushed. "We are very excited."
The lovebirds, who got married in Michigan in July 2011, are also parents of sons Desmond, 5, and Miles, 3.
Desmond was born in July 2016, and the couple welcomed Miles into the world in March 2018.
Dan recently told E! News that he's "enjoying dad life," adding, "With my wife Chelsea's business taking off during the pandemic, I've been fortunate to be able to spend even more time around my boys, which has been amazing."
Dan also apparently doesn't plan on telling his kids about his history playing Big Brother.
"I'd imagine one day my kids will figure out I won [Season 10]," the YouTuber shared.
"Big Brother has been such a great part of my life and am so grateful for the experience, but my kids just know me as Daddy, so I'm going to keep it that way for as long as I can. Right now, my kids are more interested in dinosaurs and knights than watching Big Brother."
But Dan said that if his children ever become interested in the CBS reality series, he thinks it will be "fun" to take a "little trip down memory lane."
"If my kids ever want to go on the show, I'll support them in whatever they want to do, but I think they'll make their own paths in life," Dan noted.
Dan, who also finished as the runner-up of Big Brother's fourteenth season, and Chelsea celebrated their ninth wedding anniversary in 2020.
Dan told E! News in Fall 2017 of Chelsea, "She is an amazing mother, and such a supportive wife, not to mention she runs her own gifting business while taking care of her boys at home and doesn't skip a beat."
Dan is best remembered for receiving all seven jury votes to win Big Brother's tenth edition. He then appeared on Season 14 as a coach to the houseguests but was granted permission to play about halfway through the game.
When Dan was up for eviction in Season 14, he brilliantly staged his own "funeral" to gain pity from his peers -- a cunning plan that actually worked to keep him in the house.
However, Dan's ruthless overall gameplay stirred up a very bitter BB jury, and Ian Terry ended up winning the $500,000 grand prize instead.