The joyous news comes just a day after the Swiss star withdrew from the Madrid Open and announced his participation at the clay Grand Slam was in jeopardy, as he wanted to be at his heavily pregnant wife's side.
With the due date unknown, the former world no.1's comments that he may miss a few weeks prompted question marks over whether he would aim for a second Roland Garros crown, which begins later this month.
However, it wasn't a long wait for the couple.
"Mirka and I are so incredibly happy to share that Leo and Lenny were born this evening! #TwinsAgain #Miracle'," he announced on his Twitter account.
Leo and Lenny Federer add to a growing family. Essentially the set is completed after Myla and Charlene were born four years ago.
The record Grand Slam winner with 17 titles clearly has some good swimmers, and as social networks reacted to the new - jokes were raised about the possibility of a future Federer dynasty in the mixed doubles.
Former player Boris Becker joked on twitter: "Congrats to Mirka and @rogerfederer on the new addition to the £family ! #Leo and #Lenny will partner perfectly their older sisters in mixed."
The big-hitting American John Isner added: "thinking future tag team champs for his second set of twins".
Bookmakers have already listed the newborns as 200-1 shots at one day winning Wimbledon.
If the youngsters do turn out to be as talented as their father, they will not be the first siblings to dominate the world of tennis.
The best current examples of sister domination is the Williams. Serena and Venus, between them, have won an incredible 30 Grand Slam singles titles. As a duo they have earned a further 13 titles, as well as three Olympic Gold medals.
Meanwhile, as brothers, Mike and Bob Bryan have won 15 titles as the longest serving doubles world no.1s.
The 32-year-old isn't the sports' only star with fatherhood currently on his mind. World no.2 Novak Djokovic announced last week that he and his long-term partner Jelena Ristic were expecting their first child.
Fans of Federer will now hope that he will be available for the French Open, having withdrawn from Madrid.
Those hopes received a boost as his agent spoke to the New York Times:“Assuming that everything goes well and the kids are healthy and Mirka is doing well, he has every intention of playing Roland Garros. The question is what he plays before that, if anything. Time will tell. He is training and hasn’t missed a beat in training.”
Federer achieved the Career Slam back in 2009 with his only win in Paris to date.
As usual current world no.1 will be favourite, he has won it eight times - only losing once, the year Federer won it.
The Spaniard will also hope to benefit from both Federer and Djokovic's (injury) no show in front of his home fans from the capital city. He stormed into round three with victory over Juan Monaco today.