"I had a baby, so there you go," Law said when Fallon asked what he's been up to during quarantine.
"Buried the lede, buried the lede on that one," Fallon told Law in reply. "Congrats, dad! That’s awesome."
The "Fantastic Beasts" star went on to open up about the new addition, including how he and his wife were able to find a silver living to welcoming a child amid the coronavirus pandemic.
"It's really wonderful," he continued. "We feel pretty blessed that we were in a time where we could, as a family, just nest and enjoy each other's company and every day as it came."
"It was an unusual but kind of enforced love-in," Law added.
While the newborn is the first child for Coan, it is the sixth for Law.
Law also shares Sophia, 10, with ex-girlfriend Samantha Burke, as well as Ada, 5, with ex-girlfriend Catherine Harding. The "Contagion" star also has three children from his marriage to Sadie Frost: Rafferty, 23, Iris, 19, and Rudy, 17.
In April 2019, Law married Coan, a business psychologist, after four years of dating.
The couple tied the knot in a small, civil ceremony at The Old Marylebone Town Hall in central London, The Sun reported at the time.