EXCLUSIVE: John Legend Reveals Daughter Luna's Lullabies Include New Songs From His Next Album

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John Legend and wife Chrissy Teigen welcomed their daughter, Luna Simone, just over a month ago and the proud parents are already bringing their baby girl to the Big Apple to see the sights.

The gorgeous couple looked chic and sophisticated on the red carpet on Thursday, posing for pics at the opening night of the off-Broadway production of Turn Me Loose, a play Legend is producing, at the Westside Theater in New York City.

WATCH: Chrissy Teigen and John Legend Step Out For First Time Following Birth of Daughter Luna

ET spoke with the Legend before the show, and the 37-year-old "Glory" singer opened up about his first night out on the town in New York since becoming a new dad.

"It's great! We're excited to be back in New York. We lived in New York for a long time and we're in L.A. more now, but we miss New York and we're glad to come back," Legend said. "And we're glad to bring Luna here for the first time. It's been a great week."

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Speaking of their little girl, Legend revealed that Luna doesn't have to put up with the normal, boring lullabies that other babies (who aren't the children of world-famous singers) have to put up with.

"I have some new stuff from the next album that I sing to her," the golden-voiced crooner shared. Lucky girl!

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Legend also opened up about Turn Me Loose, which tells the life story of famed comedian and activist Dick Gregory -- portrayed on stage by Scandal star Joe Morton.

"What an interesting amazing life that Dick Gregory has lived. He's an amazing comic but also a tireless activist and has been a apart of so many important historical moments in our nation's history and he has a life whose story is worth being told and we wanted to help get it out there," shared Legend, who said he feels "so lucky to be a part of it."

Turn Me Loose is set to run until July 3 at the Westside Theatre in New York City.

WATCH: John Legend and Chrissy Teigen Share First Photo of Baby Luna's Beautiful Face