Maks, 37, and Peta, 30, welcomed their first child together on Jan. 4. Fans have yet to see a pic of Shai's face, and Maks shared that he's already feeling extremely protective of his son last month.
"I'm the happiest person that's ever lived," he gushed on Instagram. "I'm also feeling very protective and now understand what every parent in history has been going through for as long as humans have been giving birth. 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."
Last week, Maks and Peta enjoyed a "parents night out" in New York City, when they attended Val's fashion show for his clothing line with former Dancing With the Stars troupe member Nicole Volynet. The couple looked more in love than ever, showing some cute PDA.