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Walsh, 30, and her husband, AVP pro-volley ball player Casey Jennings, 33, welcomed son Joseph Michael Jennings at 8:57 p.m. on May 22 in Los Angeles.
"We could not be more thrilled to welcome Joseph into the world," Walsh tells PEOPLE. "It’s the most incredible feeling. We are already so in love with him and it’s such an amazing, special moment for our family."
The baby weighed in at 8 lbs. 10 oz. Mom and baby are resting comfortably.
In May, Walsh shared her excitement about becoming a mom. "It's more beautiful and more special than I ever thought possible," she said.
JOSH & FERGIE: ROCKED BY SCANDAL
Did he cheat with a stripper?
Married less than a year, the couple denies an Atlanta woman’s claims that she and Josh had a fling
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