The new parents have named their daughter Eliza Emily Ogilvy.
Erin first announced her pregnancy whilst presenting the Nine News bulletin.
"Sean and I are very blessed and very excited to announce that we are having a child, which is slightly terrifying but beautiful news," she told the viewers.
Erin and Sean have been engaged since early 2017, but postponed their wedding plans when they discovered Erin was expecting.
Congratulations to the happy couple!