Musk, 48, confirmed on Monday that he and Grimes, 32, welcomed a son, sharing a photo of the baby on Twitter and also revealing his name: X Æ A-12.
And in an Instagram post shared by InStyle magazine on Friday, the outlet posted a photo of the couple along with the caption: #elonmusk explained how to pronounce his and #grimes' baby's name, X Æ A-12. #linkinbio and best of luck..."
Paltrow -- who shares daughter Apple, 15, and son Moses, 14, with ex Chris Martin -- couldn't help but chime in, writing in the comments' section: "#chrismartin I think we got beat for most controversial baby name," according to a screengrab by commentsbycelebs.
"First of all, my partner's the one that actually mostly came up with the name," he explained. "It's just 'X,' the letter 'X,' and the 'Æ' is pronounced 'ash' and then 'A-12' is my contribution. Archangel 12, the precursor to the SR-71, coolest plane ever."
Grimes also took to Twitter earlier this week to break down the baby's name, letter by letter.
"X, the unknown variable," the singer wrote, adding an emoji of two crossing swords. "Æ, my elven spelling of Ai (love &/or Artificial intelligence)."
"A-12 = precursor to SR-17 (our favorite aircraft). No weapons, no defenses, just speed. Great in battle, but non-violent," she continued, adding a white heart emoji. "(A=Archangel, my favorite song) (metal rat)."
Musk later commented on the tweet, correcting the aircraft she referenced.
"SR-71, but yes," he wrote.
X Æ A-12 is Grimes' first child. Musk shares five sons from a previous marriage. Musk's first son reportedly died of sudden infant death syndrome at 10 weeks old in 2002.
Musk and Grimes, whose real name is Claire Boucher, have been dating since 2018.
Fox News' Nate Day contributed to this report