Beach volleyball champion Kerri Walsh Jennings welcomed a daughter named Scout Margery to her family, a sibling for the athlete's two boys: Joey, 3, and Sundance, 2.

The 34-year-old Olympic gold medalist posted the news of Scout's birth Saturday on her Facebook page.

"She's here! Our precious girl is finally here!" she wrote. "She came in like lightening and is all ready a beautiful rainbow ;) so pink & lovely & healthy."

"Thank you all so very much, with all my heart, for your love, support & prayers," she added. "I can't tell you how much it means to me & how very much it helped."

On Sunday she posted her first picture of her daughter, though only revealing the infant's feet wrapped in a hospital blanket. Kerri called it a "cute lil teaser" and said the family cannot show more of Scout because they are working on a spread with People magazine. The photos are scheduled to come out in the publication next week on April 17.

"She is gorgeous. She is sweet & she will melt your hearts. Our lil Scout Margery is a beautiful little One ♥ " Kerri added.

Kerri is married to U.S. volleyball player Casey Jennings. She found out she was pregnant shortly after winning a gold medal at the London Olympic Games in the summer of 2012 with her beach volleyball partner Misty May-Treanor. Together with her husband they made a public announcement on the Today show on Christmas Eve.

As far as her daughter's name, she explained why she kept Scout's name a secret until her arrival.

"We heard plenty about [the name] Sundance," she explained to the Today show of her son's name. "This time, we're just going to minimize the stress."