On Tuesday, Federer on Twitter posted,
"Mirka and I are so incredibly happy to share that Leo and Lenny were born this evening!"
The news was verified by Tony Godsick, Federer's agent, who said that the boys were born in Zurich, Switzerland. The Federers are already parents to four year old twin daughters.
Fourth seed Federer had to withdraw from the Madrid Masters to attend the birth. Novak Djokovic, who also had to pull out of the Madrid tournament with a wrist injury, has announced earlier that he and his longtime girlfriend, Jelena Ristic, are expecting a baby.
"Jelena is pregnant!!!We will be parents soon! #blessed," Djokovic tweeted.
Djokovic and Ristic, together for over eight years, announced in February they would be getting married. Ristic from Belgrade, Serbia, runs Djokovic's humanitarian aid organization.
There was no suggestion as to when the baby is due or when the couple would be getting married.
"I want to be a relatively young mother and I don't see it as being too far in the future," she was quoted as saying by Lime magazine, a London-based magazine.
Wozniacki and golfer McIIroy, who has been a couple since 2011, announced their engagement on January 1 of this year.
Both Federer and Djokovic plan to be back in play at the French Open which stars May 25th in Roland Garros.