Walsh Jennings, 34, and her husband, pro-volleyball player Casey Jennings, feel "so blessed to have this beautiful new addition to our family," they tell PEOPLE. "We cherish our lil Scout already and can't wait to watch her as she grows in this world alongside her sweet big brothers."
The athletic duo thanks everyone for "your thoughts and prayers. We appreciate them all so very much."
The latest addition to the family — who weighed in at 7 lbs., 3 oz and is 20¼ inches long — joins brothers Joey, 3½, and Sundance, 2½.
In September, Walsh Jennings revealed not only was her collection of gold medals growing — she and partner Misty May-Treanor won big during the London games — but her family was too.
After delivering both of her boys naturally, the athlete was hopeful she would follow suit with her baby girl's birth. "Having a natural childbirth just feels right to me, it doesn't feel like I'm forcing anything," she said.