Elena, who is also a professional dancer, gave birth to a baby girl in Sydney, Australia, on Tuesday, August 1, Us Weekly reported.
The couple's baby girl, named Zlata, now joins Gleb and Elena's six-year-old daughter Olivia.
"Mother and baby are doing great and sister Olivia couldn't be happier!" Gleb's representative told Us in a statement. "Gleb was released from the Dancing with the Stars tour so he could join his family for this monumental occasion."
Zlata reportedly arrived at 10:26PM, weighing seven pounds and nine ounces.
"Elena and baby are doing great!" Gleb, 33, added. "Olivia is very excited to meet her younger sister."
Gleb most recently competed on Dancing with the Stars' 24th season with The Real Housewives of Beverly Hills star Erika "Erika Jayne" Girardi. They were the fourth couple eliminated from the season.
Gleb also appeared on the U.K., Australian, and Russian versions of Dancing with the Stars, as well as Britain's Strictly Come Dancing in 2015. The pro dancer, however, revealed in an interview last year he won't be returning to the U.K. any time soon.
"I think my family is more important than fame," Gleb told the U.K.'s The Sun newspaper at the time. "My wife needs to feel loved and I want to see my daughter grow up."
Elena, who has been married to Gleb for over 10 years, first announced their pregnancy news in March on Twitter.
"I'm so excited to share our BiG news: 'We're expected a baby girl, a second little girl,'" the judge on Dancing with the Stars' Russian version tweeted along with a photo of the couple standing in the ballroom with the following caption: "My Family."