The new arrival is a brother to their two-year-old, Noah. Brian also has another son, Kassius, 11, with his ex-partner Vanessa Marcil.
Last year, Brian said he was doing all he could to support his wife through her pregnancy.
He said: "She is doing great, she did great the first time around. But I wouldn't wish the experience on anybody, I couldn't do it! I couldn't make a baby. It is unbelievable.
"I do whatever she asks for and I say 'Yes' no matter it may be."
In November Megan said things had started off difficultly, telling ABC news: "I've had rough first trimesters. But once you get into the second, it's fine after that."
Megan has also sad being a mother to Noah helped take her mind off the pregnancy, saying: "I don't have time to think about [what's different this time], I have a one-year-old running around. And then when you're working like 16 hours a day, there's no time for you at all."
