"What a whirlwind of a day, but I'm happy to announce the birth of my daughter Zoe Olivia Mahan born at 3:26 am. Thanks for all the support!" tweeted Mahan.
Mahan was leading after two rounds at the $5.6-million PGA Tour event in Oakville, Ont., but flew home to Dallas when his wife went into labour a month before her expected due date.
"Both Baby and Mom are doing great. Thanks to all to my sponsors who appreciate what's important in life and all my fans for being Awesome!" said Mahan in a second tweet.
Mahan would have been on the course at Glen Abbey Golf Club for the third round of the Canadian Open when his wife went in to labour, but his tee time was delayed for 80 minutes by a thunderstorm.