Steve Martin says fatherhood is ''going great''.

The 67-year-old actor and his wife Anne Stringfield, 41, welcomed their first child into their lives in December and the 'Father of the Bride' star admits he is thrilled with their daughter.

He told 'The Late Show With David Letterman': ''It's going great because I have a wonderful wife and mother,''

When the audience laughed, he added: ''I'm paying her a compliment -- everything is funny when I try to be serious!''

Steve refused to be drawn on his daughter's name, but sarcastically said: ''We've thought about the name quite a bit. Conquistador. What do you think? I didn't want to go with one of those Hollywood weird names. Conquistador is a statement.''

He also produced a baby monitor during the interview and joked: ''The baby's back at the hotel and I'm a responsible dad.''

The couple have been very low-key about their little girl but were spotted doting on the tot near their Los Angeles home in February.

A source previously said: ''Steve's very private. They are thrilled. They worked hard to have the baby.''

Steve - who played a father of 12 in the comedy movie 'Cheaper By The Dozen' - and Anne married in July 2007 after three years together.

The ceremony took place at Steve's Los Angeles home with former Nebraska Senator Bob Kerrey presiding over the ceremony, while 'Saturday Night Live' creator Lorne Michaels was best man.

Guests, who included Tom Hanks and Diane Keaton, did not know the couple were getting hitched and instead thought they had been invited to a party.