"It's been one week plus one day of my fatherhood and I'm the happiest person that's ever lived. I'm also feeling very protective and now understand what every parent in history have been going through for as long as humans have been giving birth," Chmerkovskiy wrote.
"I don't let too many people come see my son and I don't want to put any of him on social media just yet. @petamurgatroyd and I just want to enjoy our little family, together with our loved ones, and take in all the precious moments which we'll never get back," he said.
"So be sensitive please. Or not. Either way, hope everyone's year is off to an incredible start. Ours sure started with a bang. P.S. Farts, poops and throw-ups are the best!" the star joked.
Murgatroyd shared a photo of the baby's nursery Thursday and thanked fans for their love and support.
"I would like to take this opportunity to say thank you for all the well wishes for our little Shai. I've read all the beautiful blessings and he is without a doubt a lucky boy," the first-time mom wrote.
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"He is a healthy boy with an incredible appetite for food and love," she shared. "We can't wait to share him with you, but for the first most crucial weeks of his life we're just keeping him for ourselves and soaking up these moments. Thank you for your patience."
Chmerkovskiy and Murgatroyd got engaged in December 2015 and announced they were expecting in June.
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