Baby Cleo Buckman Schwimmer was born May 8 in New York.
The 44-year-old "Friends" star tweeted the news on Monday with a picture of the happy family. "Hey everyone. Please welcome my daughter, Cleo, to this crazy but wonderful world," he posted.
Schwimmer and the 25-year-old Buckman married in June 2010. This is the couple's first child.
Schwimmer starred as Ross Geller in the hit TV series "Friends." He also lent his voice to the "Madagascar" animated movies. His directing credits include "Trust" and "Run, Fatboy, Run."
The Associated Press contributed to this report.