Gray Audrey was born on Monday in Nashville, weighing in at 7 pounds, 6 ounces.
"Brad and I are, of course, ecstatic she's here and we are madly in love with her already," von Oy told the magazine. "It's truly unimaginable how quickly she wrapped us around her little finger!"
The actress, 35, unexpectedly underwent a C-section three weeks early.
"We are exhausted, but enjoying every moment of it, as every moment she's doing something new and memorable," von Oy added. "She has an incredible amount of hair! So much so, that the hospital nurses washed it, brushed it, and put a bow in it on the first day! We know kids a year old who don't have half the amount of hair our daughter had at birth!"
Von Oy and her husband Brad Batcher married in October 2010. This is their first child.