NHL Star Evander Kane Welcomes ‘Extra Special’ Baby No. 4 with Fiancée Mara Teigen: ‘Very Exciting’ (Exclusive)

The couple tells PEOPLE exclusively that this new bundle of joy makes their now family of six complete

Evander Kane and Mara Teigen holding their newborn. PHOTO:EVANDER KANE AND MARA TEIGEN

NHL star Evander Kane and his fiancée’s family have expanded!

The Edmonton Oilers winger, 33, welcomed his fourth baby, his third with fiancée Mara Teigen, on Tuesday, March 4.

While chatting with PEOPLE exclusively about their new addition, a daughter named Penelope Monroe Kane, the couple revealed that they brought home the newborn on Friday, April 4, after spending some time in the neonatal intensive care unit.

“It was very exciting,” Teigen tells PEOPLE, noting that coming home was “extra special” after spending six weeks in the hospital. “The kids were beyond excited. They still can’t stop talking about her, and it’s so sweet.”

“I can finally relax knowing that I’m home, I have all my kids around me, [and] I don’t have to worry about them being here or there,” she continues. “It’s definitely been the best thing, [and] the past weekend was so nice, being able to settle in.”

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Evander Kane, Mara Teigen and their family.EVANDER KANE AND MARA TEIGEN

Together, the couple shares two sons, Hendrix, 22 months, and Iverson, 2. Kane also has a daughter, Kensington, 4, from a previous relationship. The newly minted mom of four says that she was “so surprised” at how “obsessed” the kids were when they finally brought Penelope home.

“If they hear her make a noise, they’re like, ‘Penelope!’ ” Teigen tells PEOPLE, before adding, “They run over and they’re like, ‘Is she okay?’ And our oldest, Kensington, is beyond big sister sweet, [and] just wants to protect her.”

“Today, when our nanny was in the room, Penelope was in her bassinet and our nanny came over to give Penelope her soother or her pacifier, and our youngest Hendrix goes, ‘No, back away. Back away,’ ” she recalls. “He was [like], ‘Mine,’ and was totally standing in front of her, protecting her. It was so cute.”

While Kane says he wasn’t really surprised at the younger kid’s reaction to the baby, he admits that it’s “very sweet” to see them interact with the newborn.

“They’re doting on their baby sister,” he tells PEOPLE. “They’re very curious, and want to hold her hand, and give her lots of hugs, and kisses. It’s very sweet to see.”

Evander Kane and Mara Teigen’s children with the newborn.EVANDER KANE AND MARA TEIGEN

The new bundle of joy officially makes them a family of six. When asked if they feel their family is complete, Kane quickly tells PEOPLE, “Yeah, we’re done.”

Echoing her fiancé’s sentiments, Teigen says, “I’ll be honest, I didn’t feel — not that I didn’t feel complete – but after I had my last, youngest boy, Hendrix, I knew in my heart and head that we needed one more. And I knew it needed to be a girl and Evander was like, ‘Absolutely not.’”

“For some reason, [I] just manifested it, and I was like, ‘If we have another baby that is, in my opinion, just everything is going to just feel so complete,’ ” she continues. “And it did, and I do feel like 100%, it’s our last one. There’s no way. But also I am so happy that … we had another one.”