"What an amazing, incredible way to start off the new year," the 32-year-old pro wrestler and actor told EW.
"Victoria and I truly hit the lottery. Gabe is perfect in every way. He's an absolute bundle of joy. So adorable. So precious. There are no words to express how happy we are and how much we love Baby Gabe. We are on top of the world. He's just a dream come true in every way."
Gabe was reportedly born weighing seven pounds and six ounces. He also measured 19 inches long.
Jessie is also a dad to another son, who arrived almost exactly one year ago.
"I couldn't be happier," Jessie previously told EW of welcoming son Lucas Princeton in January 2018.
"I now fully understand what the expression 'beaming with pride' means. Whenever I look at him, I am overwhelmed with love and devotion. He has my unconditional love and support forever. He truly is my world."
Jessie first appeared onBig Brother's tenth season back in Summer 2008.
Jessie then decided to give Big Brother another shot by competing on Season 11 in 2009.
Jessie, however, didn't make it much further in the competition, as he was the fifth houseguest evicted through a 3-2 vote which occurred after Jeff Schroeder announced he was in possession of a "mystery power" that had secretly been awarded to one houseguest by home viewers.