Jillette, 50, and his wife Emily, 39, welcomed Moxie CrimeFighter Jillette on Friday, according to publicist Glenn Schwartz. It was the first child for the couple, who married last year.
"We chose her middle name because when she's pulled over for speeding she can say, `But officer, we're on the same side,"' Jillette explained. "`My middle name is CrimeFighter."'
The typically mute Teller had no comment on the new arrival.
Penn & Teller currently star in their own series on Showtime, and headline nightly in Las Vegas at the Rio All-Suite Hotel & Casino.