The singer announced his happy news with wife Amelia alongside a picture of them carrying their newborn out of the hospital.
Olly also revealed his son’s adorable name.
The couple captioned their joint post: “Our mini murs has arrived.
“Madison we love you so much already x.”
Olly is on tour with Take That’s Gary Barlow, Mark Owen and Howard Donald.
Luckily, the star was able to make it to the hospital after getting a plan in place if Amelia went into labour.
He previously told The Sun: “Every few days on tour I get a day off, so if it happens, I can get back.
“We have got some stadium shows over the summer so I think Amelia will be coming along to them with the baby.
“We are so ready to have children now and ultimately, it all came naturally and it was beautiful.
“I am hoping we have a baby who will sleep. Everyone has said to me, ‘Just get into a good routine.”