Enrique Iglesias Reveals 5-Week-Old Daughter's Name — and Her Sweet Russian Nickname!

Enrique Iglesias and Anna Kournikova‘s newborn baby is named Mary!

On Wednesday, the “Heart Attack” singer, 44, spoke with PEOPLE at an event in Beverly Hills, California — during which he announced a joint arena tour with Ricky Martin — where he opened up about welcoming his 5-week-old daughter to the family. Iglesias revealed that the baby’s name is Mary, or Masha in Russian. (Kournikova, 38, is a former tennis player from Russia.)

Iglesias says the transition for the couple’s twins Lucy and Nicholas, 2, to the role of older siblings has gone “very smoothly.”

“They actually love it,” he says. “There’s a two-year difference, so I was a little scared. I was like, ‘How are they going to react?’ And I have two dogs so my house is chaotic. When we first came home with Masha, I was like, ‘Oh, how is everybody going to react?’ “

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As Iglesias prepares to hit the road for co-headlined concerts with Martin, 48, he says the two occasionally swap dad advice.

“We were actually talking about that, you know, like being on the road with kids,” says Inglesias. “Ricky was giving me some advice. It’s tough. It’s tough, but it’s doable. Obviously, we’re fortunate enough that if we want to do it, we can do it.”

Adds father-of-four Martin: “A lot of people say, ‘With young kids, they need stability.’ I think we are their stability. If we’re near them, they’ll feel safe and protected regardless of the roller coaster. They’re next to us.”

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Iglesias says he agrees “100 percent,” adding that “you’re not going to separate me from my children.”

“They were born into this madness; we’ll protect them,” says Martin, who is dad to 11-year-old twin sons Matteo and Valentino, daughter Lucia and son Renn.

When he announced the birth of baby Mary last month (she was born on Jan. 30), Iglesias sweetly nicknamed the newborn Sunshine. “My Sunshine,” he captioned a photo of himself in the hospital holding his daughter, who wore a beanie topped with a bow.

While Iglesias and Kournikova are private when it comes to sharing their personal lives, rarely sharing glimpses of their twins on social media, the couple has been open about their desire to raise a family.

In 2011, Kournikova told Women’s Health that kids were on her agenda — even if marriage wasn’t a priority.

“I absolutely want to have children, whether I have my own or adopt,” the athlete said at the time. “I love taking care of people.”

Iglesias told PEOPLE en Español in 2007: “The only thing I can say is that, in my opinion, Anna, whether we are together or not, would be an ideal mother.”

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