In a statement posted to Instagram on Wednesday, Grohl, 55, said: "I've recently become the father of a new baby daughter, born outside of my marriage.
"I plan to be a loving and supportive parent to her.
"I love my wife and my children, and I am doing everything I can to regain their trust and earn their forgiveness."
He did not share any other details about the baby or the mother of the child.
Before tying the knot with Blum, a TV producer, Grohl was married to Leigh Youngblood - they divorced in 1997 after he admitted infidelity led to the end of their relationship.
The Foo Fighters have been on tour most of this year, including deafening performances in Auckland, Christchurch and Wellington in January, on the back of their But Here We Are album last year.