The U.S. Olympic swimmer and the Playboy model took to social media in November to share that they were expecting another baby, a sibling for their 18-month-old son Caiden.
On Sunday, December 23, Ryan uploaded a photo to his Instagram page of their gender reveal party, with the snap featuring a box of pink balloons and little Caiden appearing a bit upset.
"Yes!!!!! It's a girl! I guess @caidenzanelochte wanted a boy haha #girl#soblessed #cloud9," the 34-year-old captioned the image.
Ryan, who is currently training for the 2020 Olympics in Tokyo, tied the knot with Kayla, 27, in January.