The 54-year-old illusionist - who was previously engaged to supermodel Claudia Schiffer - and French girlfriend Chloe Gosselin welcomed a girl, named Sky, last year, but the news has only just been made public.
His spokesperson confirmed: "Forget vanishing the Statue of Liberty, David`s next illusion will be disappearing the dirty diaper. A lot more practical."
David - who famously made iconic New York landmark the Statue of Liberty apparently disappear - is currently taking part in a magic show in Las Vegas at the MGM Grand, and he is currently ranked as the 10th highest paid entertainer in the world according to Forbes magazine.
As well as his work as an illusionist, David is also heavily involved with his own Project Magic charitable scheme, where illusionists work with occupational therapists to help with the rehabilitation of people with physical problems.
Explaining the scheme, David has said: "It`s a programme that uses magic as a form of therapy for people with disabilities, where magic is taught to patients in hospitals to help them regain their dexterity and their coordination by learning sleight of hand, in addition to boosting the patient`s self-esteem by giving them a skill that an able-bodied person doesn`t even have."