The former number one and seven time Wimbledon winner's own personal family grand slam was complete as his wife Mirka gave birth to their second set of twins.
They have named the boys, Leo and Lenny.
He tweeted: "Mirka and I are so incredibly happy to share that Leo and Lenny were born this evening." Federer, who already has four-year-old twin girls, Myla Rose and Charlene Riva, shared the news on his Twitter feed.
The Swiss announced earlier on Tuesday he had withdrawn from this week's Madrid Open Masters event to be at the birth.
"I've decided to withdraw from Madrid to be with my wife Mirka during these next few exciting weeks for our family," Federer wrote on his Facebook page.
"I apologise to my fans and hope to be back in Madrid next year," added the 32-year-old, currently ranked four.
"I'll be training near my home, and am excited to rejoin the Tour soon."
Federer, who won the clay event in the Spanish capital in 2009 and 2012, has not played competitively since last month's Monte Carlo Masters, where he lost to compatriot Stanislas Wawrinka in the final.
The 17-times grand slam singles champion said he would not hesitate to miss any tournament to be at the birth, even the French Open that gets underway on May 25.