Maksim Chmerkovskiy reflects on fatherhood: 'I'm the happiest person that's ever lived'

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Maksim Chmerkovskiy is overjoyed with his new role as a father.

The 36-year-old Dancing With the Stars pro and his fiancee, fellow DWTS dancer Peta Murgatroyd, welcomed their son, Shai, on Jan. 4, and Chmerkovskiy took to Instagram to talk about the monumental occasion. He also explained why fans won't be seeing any baby pics just yet.

"It's been one week plus one day of my fatherhood and I'm the happiest person that's ever lived," Chmerkovskiy wrote alongside a picture of his back while carrying his son. "I'm also feeling very protective and now understand what every parent in history have been going through for as long as humans have been giving birth. I don't let too many people come see my son and I don't want to put any of him on social media just yet."

WATCH: Maksim Chmerkovskiy Makes His First Attempt at 'Diaper-ing,' and He (Almost) Makes It Work

"@Petamurgatroyd and I just want to enjoy our little family, together with our loved ones, and take in all the precious moments which we'll never get back," he continued. "So be sensitive please. Or not. Either way, hope everyone's year is off to an incredible start. Ours sure started with a bang. P.S. Farts, poops and throw-ups are the best!"

On Thursday, 30-year-old Murgatroyd thanked her fans for all their support, and reinforced Chmerkovskiy's words about privacy.

See more photos of the couple together:

15 PHOTOS
Maksim Chmerkovskiy and Peta Murgatroyd
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Maksim Chmerkovskiy and Peta Murgatroyd
WESTLAKE VILLAGE, CA - OCTOBER 08: (L-R) Peta Murgatroyd and Tony Dovolani attend the launch of Cantamessa Man with Maksim Chmerkovskiy at the Closet by Sharon Segal and Nina Segal at The Promenade at Westlake on October 8, 2015 in Westlake Village, California. (Photo by John Sciulli/Getty Images for Caruso Affiliated)
LOS ANGELES, CA - MAY 11: Maksim Chmerkovskiy and Peta Murgatroyd are seen departing Craig's restaurant in Hollywood on May 11, 2015 in Los Angeles, California. (Photo by Papjuice/Bauer-Griffin/GC Images)
NEW YORK, NY - JUNE 06: (L-R) Jenna Johnson, Meryl Davis, Henry Byalikov, Maksim Chmerkovskiy, Peta Murgatroyd, Serge Onik, Rumer Willis and Valentin Chmerkovskiy attend the 'Sway' meet and greet at Hammerstein Ballroom on June 6, 2015 in New York City. (Photo by Noam Galai/WireImage)
DANCING WITH THE STARS - 'Episode 1806' - It's an all out celebration on 'Dancing with the Stars' as the celebrities got the party started MONDAY, APRIL 21 (8:00-10:01 p.m., ET) on the ABC Television Network. The show kicked off with a spectacular opening performance followed by each couple dancing to some of the greatest party anthems of all time. Additionally, LMFAO frontman Redfoo was the guest judge alongside Len Goodman, Bruno Tonioli and Carrie Ann Inaba. (Photo by Adam Taylor/ABC via Getty Images) NENE LEAKES, TONY DOVOLANI, PETA MURGATROYD, JAMES MASLOW, DANICA MCKELLAR, VALENTIN CHMERKOVSKIY, MERYL DAVIS, MAKSIM CHMERKOVSKIY, CANDACE CAMERON BURE, MARK BALLAS, CHERYL BURKE, DREW CAREY, AMY PURDY, DEREK HOUGH, SHARNA BURGESS
DANCING WITH THE STARS - 'Episode 1807' - Grammy(r) winner Ricky Martin joined 'Dancing with the Stars' for 'Latin Night' MONDAY, APRIL 28 (8:00-10:01 p.m., ET) on the ABC Television Network. Martin kicked-off the night with a show-stopping opening performance of his 2014 World Cup song 'Vida' accompanied by the Pro Dancers. (Photo by Adam Taylor/ABC via Getty Images) RICKY MARTIN, MAKSIM CHMERKOVSKIY, KARINA SMIRNOFF, DEREK HOUGH, CHERYL BURKE, PETA MURGATROYD, LINDSAY ARNOLD
DANCING WITH THE STARS: ALL-STARS THE RESULTS SHOW - 'Episode 1508A' - On this week's double elimination - Kirstie Alley and Maksim Chmerkovskiy, and Gilles Marini and Peta Murgatroyd - were the next two couples to be sent home, on 'Dancing with the Stars: All-Stars the Results Show,' TUESDAY, NOVEMBER 13 (8:00-9:01 p.m., ET), on ABC. (Photo by Adam Taylor/ABC via Getty Images) FOREGROUND: TOM BERGERON, BROOKE BURKE CHARVET, KIRSTIE ALLEY, MAKSIM CHMERKOVSKIY
DANCING WITH THE STARS: ALL-STARS - 'Episode 1505-2' - On night two, TUESDAY, OCTOBER 23 (8:00-9:01 p.m., ET), the four couples who performed their Team Dance on Monday night danced their individual dances to their selected 'guilty pleasure' song, and the other four couples took their turn on the dance floor with their Freestyle Team Dance. (Photo by Adam Taylor/ABC via Getty Images) CHERYL BURKE, EMMITT SMITH, KIRSTIE ALLEY, MAKSIM CHMERKOVSKIY, KELLY MONACO, VALENTIN CHMERKOVSKIY, PETA MURGATROYD, GILLES MARINI
BEVERLY HILLS, CA - SEPTEMBER 27: Dancers Maksim Chmerkovskiy (L) and Peta Murgatroyd attend the Beverly Hills Lifestyle Magazine Fall 2012 Launch Party at Kyle by Alene Too on September 27, 2012 in Beverly Hills, California. (Photo by Imeh Akpanudosen/Getty Images)
DANCING WITH THE STARS THE RESULTS SHOW - 'Episode 1402A' - All 12 couples awaited to see who would be the first couple to be sent home, on the Season Premiere of 'Dancing with the Stars the Results Show,' TUESDAY, MARCH 27 (9:00-10:01 p.m., ET), on the ABC Television Network. (Photo by Adam Taylor/ABC via Getty images) KYM JOHNSON, TRISTAN MACMANUS, ANNA TREBUNSKAYA, MARK BALLAS, PETA MURGATROYD, MAKSIM CHMERKOVSKIY, SHARNA BURGESS, HENRY BYALIKOV, DEREK HOUGH, KARINA SMIRNOFF
DANCING WITH THE STARS: ALL-STARS: THE RESULTS SHOW - 'Episode 1501A' - Featuring all the pro dancers of the season and The Troupe, a spectacular opening number was performed to a medley of 'I Wanna Dance with Somebody/Dance Again,' choreographed by Jason Gilkison. The Troupe returned later that night and performed a number to 'Go Get It,' which was also choreographed by Jason Gilkison, during the live two-hour season premiere of 'Dancing with the Stars: All-Stars: The Results Show,' TUESDAY, SEPTEMBER 25 (8:00-10:00 p.m., ET), on ABC. (Photo by Adam Taylor/ABC via Getty images) VALENTIN CHMERKOVSKIY, CHERYL BURKE, MAKSIM CHMERKOVSKIY, TONY DOVOLANI, PETA MURGATROYD
MIAMI BEACH, FL - DECEMBER 02: (L-R) Artist Alec Monopoly poses with Maksim Chmerkovskiy and Peta Murgatroyd at the Samsung celebration for Alec Monopoly's LEVEL Headphones Collaboration at Soho Beach House on December 2, 2015 in Miami Beach, Florida. (Photo by Astrid Stawiarz/Getty Images for Samsung)
BEVERLY HILLS, CA - OCTOBER 24: Dancers Maksim Chmerkovskiy (L) and Peta Murgatroyd arrive at MAXIM Magazine's Official Halloween Party at a private estate on October 24, 2015 in Beverly Hills, California. (Photo by Amanda Edwards/WireImage)
LOS ANGELES, CA - OCTOBER 30: Maksim Chmerkovskiy and Peta Murgatroyd are seen on October 30, 2015 in Los Angeles, California. (Photo by JMA/Star Max/GC Images)
WESTLAKE VILLAGE, CA - OCTOBER 08: (L-R) Maksim Chmerkovskiy and Peta Murgatroyd attend the launch of Cantamessa Man with Maksim Chmerkovskiy at the Closet by Sharon Segal and Nina Segal at The Promenade at Westlake on October 8, 2015 in Westlake Village, California. (Photo by John Sciulli/Getty Images for Caruso Affiliated)
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"I would like to take this opportunity to say thank you for all the well wishes for our little Shai," she Instagrammed. "I've read all the beautiful blessings and he is without a doubt a lucky boy. He is a healthy boy with an incredible appetite for food and love. We can't wait to share him with you, but for the first most crucial weeks of his life we're just keeping him for ourselves and soaking up these moments. Thank you for your patience and all of your love!"

WATCH: EXCLUSIVE -- Maksim Chmerkovskiy Reveals the Real Reason He's Not Returning to 'DWTS' Next Season

Last Wednesday, the couple gushed to ET about officially becoming a family of three.

"This is, without a doubt, the best thing that has ever happened to us!" the couple said in a statement about the birth of their baby boy.

Watch below:


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