And now, the new father is opening up about how he's adjusting to fatherhood.
"It's been one week plus one day of my fatherhood and I'm the happiest person that's ever lived," the pro dancer wrote in a lengthy Instagram caption Thursday.
Chmerkovskiy, 36, and Murgatroyd, 30, welcomed Shai Aleksander Jan. 4. The two plan to wed this summer.
Chmerkovskiy also explained why "Dancing With the Stars" fans haven't seen a photo of little Shai.
"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," he 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," Chmerkovskiy continued. "So be sensitive please. Or not."
He ended his emotional post with a well-wish to his fans.
"Either way, hope everyone's year is off to an incredible start,” Chmerkovskiy wrote. “Ours sure started with a bang.”
And it seems the dancer doesn't mind all of the little surprises that come with caring for a newborn.
"P.S. Farts, poops and throw-ups are the best!" he wrote.