The EastEnders actor and Christie welcomed their daughter, who weighed in at 6lbs, on Wednesday.
The pair already have two other children together, Mackenzie Blue, 4, and 2-year old Lolita-Belle, and Shane revealed that they are "delighted" with the new addition to their family.
The 47-year-old, who also has two grown-up sons from his marriage to TV presenter Coleen Nolan, told Hello: "We're delighted.
"She came out with full theatrical make-up on, and screaming! She looks just like her mum. Lovely."
Shane recently revealed that he was shocked EastEnders won the National Television Award for 'Best Soap' this year instead of Coronation Street.