The 24-year-old from Washington, who now plays for Everton, posted an adorable picture of a babygrow with the slogan "My daddy likes to get the rave on" on Instagram.
The England international said: "Over the moon with our new arrival, couldn’t be prouder. @megan_davison_ was amazing #BabyPickford #WillBeGettingTheRaveOn."
Megan, a Sunderland University graduate, added her own post: "9 months preparing .. To fall in love for a lifetime ?? We are delighted to share that we welcomed Baby Pickford into the world early, on 17.02.2019 weighing 7lbs5oz ?"
Jordan, a former St Robert of Newminster pupil, signed for Everton from Sunderland in June 2017.