Neymar says in a statement posted on his website that Davi Lucca was born in Sao Paulo on Wednesday.
The 19-year-old Santos striker says Davi is ''2.8 kilograms (6 pounds) of pure happiness.''
He says both child and mother are doing fine.
Neymar has not revealed the name of the mother but local media has reported she is a 17-year-old Brazilian.
In May, Neymar said the name of the mother would not be made public to protect her and the child.