The player confirmed the news on his official website, adding that the couple had welcomed Myla Rose and Charlene Riva in Switzerland on Thursday.
"They are both healthy, and along with their mother they are doing great. This is the best day of our lives," he said in a Facebook posting.
Federer tied the knot with Mirka in April, after an eight-year romance. They announced the pregnancy in March but never revealed that they were expecting twins.