"We had the baby girl last night at 8:16PM," the couple told Us Weekly in a Friday statement, adding, "She's so perfect."
JJ, 39, and the 29-year-old former NFL cheerleader named their "healthy and precious" child Nelle Eden.
Nelle was born weighing seven pounds and 10 ounces.
"We have been in newborn bliss," the pair told the magazine. "We are so excited and feel extremely blessed to be able to welcome Nelle Eden Lane into our family!"
JJ also shared, "Seeing Kayla hold Nelle for the first time was an amazingly emotional experience and she is already such an incredible mom!"
And Kayla gushed about how she and JJ are "so in love" with their "sweet babe."
"Her labor was a dream and we couldn't be more excited for this next chapter of our lives. JJ is already a pro dad and I couldn't be in love more with him taking care of our little girl," Kayla told the magazine.
The couple said Gemma has really taken to being a big sister already.
"She has been so loving and doting with her and can't wait for her to get old enough so she can teach her all about the Avalanche Stanley Cup championship!" JJ and Kayla said.
"Won't be able to unwrap this present until July!" JJ captioned a photo of the happy couple and Gemma smiling big in front of a Christmas tree in their Colorado home.
And in her own Instagram post, Kayla shared the same photo and wrote, "The best gift wasn't under the tree this year... Littlest Lane coming July 2022."
JJ and Kayla proceeded to announce in January 2022, while on a Hawaiian vacation, how they had a baby girl on the way.
"Been an incredible journey the last five years and has supported me through thick and thin, been a phenomenal stepmom, and is going to be the BEST mom to our baby girl!" JJ wrote of Kayla in April on Instagram.
JJ and Kayla went Instagram official with their relationship in September 2017.
"[I'm in] an amazing, very healthy, loving relationship with someone that's not related to any TV," JJ told Life & Style in October 2017, shortly after his ex-girlfriend Juelia Kinney revealed she had moved on from their relationship.
"I wanted a normal human being that wasn't worried about her Instagram following and how many views she got on her Instagram story, so thank goodness."
JJ and Kayla dated for about two years before JJ proposed marriage and the couple got engaged in January 2019.
"She said YES!!!" JJ captioned a picture of himself down on one knee in Hawaii at the time. "I can't wait to marry my best friend, my love, and the woman that has made me better since the day we met!"
And the blogger flaunted her engagement ring, writing on Instagram, "Does this ring make me look.... ENGAGED??!!! I said yes to the man of my dreams and can't wait to spend the rest of my life with my best friend."
JJ and Kayla got married in February 2020.
JJ was previously married to a woman named Heather, with whom he had welcomed Gemma.
"I made a mistake that basically has destroyed my life. I lost everything. I lost my wife. I lost my daughter half the time," JJ told Kaitlyn during filming. "Everything I had worked hard for was gone with one bad, terrible decision."
JJ then appeared on Season 2 of Bachelor in Paradise, but he left the show to pursue a romance at home he had been excited about.
The sports analyst later dated fellow Bachelor in Paradise 2 alum, Juelia, in 2016 and the couple decided to work out their issues on Season 9 of Marriage Boot Camp in 2017.
However, JJ and Juelia's relationship crumbled on Marriage Boot Camp and they eventually split.