Earlier this year, the pair had announced Kayte was carrying twins.
"Tragically, we lost the little boy shortly thereafter," the couple says. "This was not something we cared to make known publicly at the time. It was unspeakably painful and we know that people will understand our desire to keep the news private then, as we know they will respect our privacy in this matter now."
Still, the Grammers, who married in February 2011, say they're focused on moving forward from their tragic loss.
"A glorious birth with a lingering sadness is ours today. We choose to celebrate the life that has been given us," they share. "We proudly announce Faith to the world today looking forward to the days ahead and the children yet to come."
Keep clicking to see photos of the happy couple ...