(Photo credit: Kevin Mazur/WireImage)

Two weeks ago Jimmy Fallon announced that he and his wife, film producer Nancy Juvonen, welcomed a daughter, and now he's giving new details about her birth.

"It wasn't really a secret but my wife and I had been trying for a while to have a baby," the "Late Night with Jimmy Fallon" host told "Today" of baby Winnie. "We've tried a bunch of things, so we had a surrogate."

Jimmy Fallon and Wife Welcome a Baby Girl

However, Fallon, 38, and Juvonen, 46, who were married in 2007, did try to keep the pregnancy quiet, he said.

"This time we just said, we're not telling anybody, it would just be more fun if it's just private between me and my wife and then we get to introduce her to everybody," he said. "When it happened we were in shock. We're like, 'Alright, who do we tell? Who's going to be mad at us if this gets out?' We had to call everybody and it's so emotional."

Adorable Photo: Jimmy Fallon Steps Out with Baby Winnie

Fatherhood has brought a lot of joys to Fallon's life. After Winnie's birth, he told his TV audience that he was "so happy."

"It's very taxing on the fathers, I don't know how it is for the mothers," he said. "I hope I don't screw this up!"