The close-up snapshot shows his baby girl sleeping peacefully, wrapped up in blankets and wearing a little pink and blue stripey hat.
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One night earlier, on Wednesday, Jimmy spoke about his joy at becoming a father as he presented his late-night talk show.
"It's been a crazy couple of days — well, actually, just one day," he quipped in his opening monologue. "It was just yesterday. It feels like I've had a four day conference.
"It's very taxing on the fathers. I don't know how it is for the mothers, but (it's) very taxing (for us)," he joked. "I'm emotionally drained. I'm a father of a beautiful baby girl. She's so cute. Her name is Winnie Rose Fallon and she's so cute. She's five pounds, nine ounces."
Little Winnie Rose is the first child for Jimmy, 38, and his film producer wife Nancy Juvinen Fallon, 46. The overjoyed couple have been married since December 2007.
On Thursday, Jimmy posted a second picture of Winnie — a GIF designed to make it appear that the baby is waving — on his blog.