The British singer's fiancee Rosanna Jasmin gave birth to a baby girl earlier this week (beg23Jun14).
Announcing the news in a post on his Twitter.com page, Costa writes, "Your first breath, took ours away. Welcome to the world our beautiful little girl."
The arrival was especially poignant for the pop star as his birthday falls in the same week. Costa turned 33 on Monday (23Jun14).
The couple became engaged in December (13), the same month they announced the pregnancy.