"We were so like not prepared for the protocol [and] procedure that happened at the emergency rooms with infants that small," Chmerkovskiy, 37, continued. "Nobody really ever told us anything about that. It was a big shock to the mind and to the heart."
"You start to see a little IV on a little baby and you're like, 'Oh my God, this is crazy,'" he said. "And then we had to travel and fly back to LA after this just happened. It was a lot for us."
Chmerkovskiy and Murgatroyd, who announced their engagement in December 2015, welcomed baby Shai on Jan. 4. The two announced the news of his birth on Twitter.
A week after Shai was born, Chmerkovskiy took to Instagram to reflect how fatherhood had changed him.
"It's been one week plus one day of my fatherhood and I'm the happiest person that's ever lived," he wrote in January. "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."
"It made us be that more diligent," Chmerkovskiy said. "I'm such an overprotective, over-thinking, over-planning type of person. [But] you can't foresee some things; you can try your best."
It may even keep baby Shai at home instead of backstage at the ABC dancing competition.
"We've gone through a lot of stuff with him already -- some drama and traumatic experiences. That's why I'm kind of like, 'Let's not take him on set.'"
Chmerkovskiy recently partnered with Swiffer as the cleaning company celebrates its 18th birthday with a new campaign centered on adulting called, "If You’ve Got A Life, You Gotta Swiffer!"
The dancer can relate to finally becoming an adult. It's why he took his time stepping into fatherhood.
"I wanted to have tangible things to give him. I'm not talking money. I'm talking abilities," Chmerkovskiy said. "[I wanted him] maybe not be raised in a one bedroom apartment like [my brother] Val and I were raised in. There's nothing wrong with that, but that's not what I wanted for my child."
"I had a very clear vision of how I want to become a father and that's exactly what I'm living now," he continued. "Peta and I were talking about this before -- like we dreamt this and now this is happening."