EXCLUSIVE: Bobby Moynihan and Wife Brynn Welcome Baby Girl

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Congrats, Bobby Moynihan and Brynn O’Malley!

The Saturday Night Live alum and his wife welcomed their first child together, a baby girl. The 40-year-old comedian confirmed the news to ET's Leanne Aguilera during the summer Television Critics Association CBS press tour part of the day in Los Angeles, California, on Tuesday.

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"It's life, man. It's life. Crazy," Moynihan replied when asked how he's surviving life as a new father.

So has he gotten any advice about being a new parent from his new Me, Myself and I co-star, Jaleel White?

"I get fatherly tips from everyone, I look for that," he told ET. "But yeah, he's -- I'm not a big Instagram or Twitter guy, I'm not -- But, I follow him on Instagram and he's the best father in the world, to me. He's great."

Moynihan revealed the baby's gender on Instagram in June, sharing a touching tribute to Wonder Woman and asking director Patty Jenkins when it would be appropriate to show his "daughter" the superhero film.

‪"Hi @PattyJenks. Big fan. Quick question. How soon do you think is appropriate to show my daughter @WonderWomanFilm ? She's due in July. Thanks for making it easier to be a Dad. What an amazing, beautiful movie. Thanks to you and @gal_gadot," Moynihan wrote alongside a pic of Gal Gadot as the heroine.

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In May, the comedian gave his final performance on SNL after being on the sketch show for nine seasons. The news of his departure came as his comedy pilot, Me, Myself and I, was picked up to series by CBS.

"It's rough. It was my life's dream to be on [SNL]. I've said it a million times," Moynihan told ET. "Then, all of a sudden, you're there. You're there! It's the best and you don't ever want to leave something that's amazing, but you grow and you feel -- there was definitely, like, my second year, 'I gotta get out of here!' and then, like, 10 seconds later, 'This is the greatest place in the world!' It's a lot of emotional stuff at that place. It's a whirlwind. Every week, you're auditioning for a show you've been on for nine years. So, it started to feel time to leave, and then it didn't."

"It kind of goes back and forth. For me, I'm still going back and forth about it. I'll do that for the rest of my life, but that's the best part about it," he continued. "It feels like -- I feel like it's like, the Yankees. People talk about sports teams, like, 'My guys...' That's SNL for me. I always want to be a part of it, even before I got the show."

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For now, aside from fatherhood, Moynihan is focusing on the success of his news series, Me, Myself and I, which examines one man's life over the span of 50 years.

"It's a very funny, sweet show with three men playing the same guy," Moynihan expressed. "It's wonderful. It reminds me of The Wonder Years. That's kind of, tonally, the vibe of it. It tugs at the heartstrings, but also very funny, and tugs at the heartstrings, and sad, and funny. I just keep saying, it's funny and heartwarming."

For a quick look at Moynihan's SNL legacy, watch below. Me Myself and I premieres on Sept. 25.