Iglesias and Kournikova are also parents to 2-year-old twins Lucy and Nicholas, who were born in December 2017.
The couple, who been together for nearly two decades, announced the birth of their daughter Mary in February after she was born on January 30.
Iglesias had earlier opened up about Lucy and Nicholas getting used to their roles as older siblings.
Sharing how they were “very smoothly” adapting, he said: “They actually love it. There’s a two-year difference, so I was a little scared. I was like, ‘How are they going to react?’ And I have two dogs so my house is chaotic. When we first came home with Masha, I was like, ‘Oh, how is everybody going to react?'”
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