Pelphrey and Cuoco welcomed their first child together March 30.
ET's Deidre Behar spoke to Pelphrey at the premiere of his new HBO Max series, Love & Death, where he spoke about stepping out for the pair's first date night since welcoming daughter Matilda last month.
"Yes, this is our first date night since Matilda was born," the Ozark alum confirmed before gushing over Cuoco.
He continued, "It's amazing. I mean, Kaley looks so beautiful. It's a lot of fun. Took some pictures with Matilda before we left home."
Cuoco glowed in a bright blue sleeveless dress, with Pelphrey rocking a taupe-toned suit for the occasion.
While it's only been three weeks since the pair welcomed their first daughter together, Pelphrey has already encountered a few "wild" moments as a first-time dad, namely when it comes to changing the little one's diapers.
"Matilda's timing in starting her poop as soon as I get her diaper off," Pelphrey said. "It's like as soon as I take the diaper off, she poops."
As for how the couple navigates those moments, the 40-year-old actor said they don't take it too seriously, telling ET they're "always laughing."
Outside of his role as dad, Pelphrey is playing a slick-talking lawyer, Don Crowder, in the upcoming HBO Max series, Love & Death, which takes on the true-crime story of Candy Montgomery, a Texas woman who was accused of killing her former friend and neighbor with an axe.
For his role, Pelphrey delivers some serious dialogue inside the courtroom, and a serious spray tan, which he said was the biggest transformation he underwent to play the part.
"My spray tan," he quipped of his "physical transformation" as Don. "Even though I'm from New Jersey this was my first spray tan."
Pelphrey didn't hate it either, adding, "I felt like I looked good."
The new dad showed off his tan in some of the show's saucy scenes, which he said Cuoco enjoyed.
"She did see it. She thought it turned out really well," he shared. "And so did I. We're excited."
The first three episodes of Love & Death will premiere April 27 on HBO Max, with new episodes debuting weekly on Thursdays until May 25.