Fox News' Peter Doocy and FOX Business' Hillary Vaughn celebrated the birth of their baby girl, Bridget Blake Doocy, earlier this month, and new grandfather Steve Doocy shared the news on "Fox & Friends" Thursday. 

"I have been getting a lot of text messages from my friends, and they've said, 'Hey, Steve, where's Peter? Where's Hillary?'" Doocy said. "I've got an announcement. I am now a grandpa."

Bridget Blake Doocy was born on February 1, weighing eight pounds and one ounce.

"She is just adorable. We are really proud," said Steve. 

Peter Doocy Hillary Vaughn baby girl

Peter Doocy and Hillary Vaughn celebrate the birth of their daughter on February 1.  (Fox News)

Peter Doocy is a White House correspondent for Fox News while Hillary Vaughn serves as a Washington-based correspondent for FOX Business. The pair married in April of 2021. 

Bridget is the couple's first child and Steve and Kathy Doocy's first grandchild. Doocy relayed a story from his son about some advice from President Biden.

"At the Christmas party at the White House, Hillary and Peter walked over and the president talked to him. And Peter said, 'Do you have any advice for me, Mr. President? We're having a daughter,'" Steve Doocy shared. 

"And [the president] seemed touched by it. And then he said, 'You know what, Peter, hold her close. Just hold her close.' And Peter says, 'That's good advice.'"

The "Fox & Friends" co-host said he and his wife are looking forward to spoiling their new granddaughter.

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"With our three children, we were always rule followers, but now that we are grandparents, we are going to be rule breakers. And if the baby wants to have dinner at Dairy Queen, let's go."