The baby is the Beckhams's second child and a brother for three-year-old Brooklyn.
Proud dad
"You're always nervous having children but it's the most beautiful thing in the world, so we're both delighted," he said.
Victoria was sitting up in bed doing well following the birth, he said, adding that baby Romeo looked like his older brother Brooklyn.
And what about that name?
"It's just a name we love," said Becks.
Posh is expected to stay at the exclusive Portland hospital in London for a few days.