On Thursday, the 37-year-old fitness instructor penned a lengthy message about the newborn, who arrived five months after she and husband Alec Baldwin welcomed their fifth child, a son named Eduardo "Edu" Pao Lucas.
"Our hearts are filled with so much gratitude. The Baldwinitos craved so much to have a little sister," Baldwin wrote. "Many of you may remember the loss of their sister at 4 months in the end of 2019. There isn't a day that goes by where we don't ache for our daughter. When I found out our baby had died, I told our children that their sister was going to come, just not at that time."
"Nothing will ever replace her, but two wonderful souls have come into our lives, and we are humbled to know them," she added.
The wellness expert explained how Edu is their rainbow baby, while "special angels ... helped bring Lucia the world."
"María Lucía Victoria and Eduardo Pau Lucas: our babies who bring light into our lives — almost like twins, we love you so much." Lucia was reportedly born via surrogate.
The Baldwins also share daughter Carmen Gabriela, 7½, and sons Romeo Alejandro David, 2½, Leonardo Ángel Charles, 4, and Rafael Thomas, 5½.
The "30 Rock" star is also a father to his 25-year-old daughter Ireland from his previous relationship to Kim Basinger.
In the past few months, the famous couple has made headlines not for any kind of pregnancy announcement, but rather for a scandal that saw the wellness expert taken to task for allegedly exaggerating her Spanish heritage. Although she denied ever lying about being born in the United States, Baldwin issued an apology on Instagram earlier this month.
"I’ve spent the last month listening, reflecting, and asking myself how I can learn and grow. My parents raised my brother and me with two cultures, American and Spanish, and I feel a true sense of belonging to both," she wrote in part.
Baldwin was put on blast in December when it was discovered she wasn't actually born in Spain -- as she had implied -- and instead was born and raised in Boston, Mass. Baldwin was also criticized for allegedly faking a Spanish accent. The bilingual mother of six's accent noticeably fluctuated over the years when she made appearances on TV.
Fox News' Sasha Savitsky contributed to this report.