"It's for St. Brendan," he told Usmagazine.com at Monday's Max Payne premiere in Hollywood.
Glancing at his fiance, model Rhea Durham, he added, "Rhea didn't really want me to talk about anything that personal tonight. But his name is Brendan Joseph."
Learn the meanings behind other famous celeb baby names.
How is life as a new dad?
"It is the best! It's awesome," he told Us. "There's not as much sleep, though."
Now with two sons (and one daughter), he said the boys are taking over the house.
He joked, "We are outnumbered now!"
At a press conference over the weekend, Wahlberg revealed he and Durham will wed next August.
What will the ceremony be like?
"Catholic church, small, family only, no media!" he told Us. Laughing, he added, "And there will be no wedding pictures sold to any magazines!"
See unforgettable celebrity wedding photos.
Meanwhile, Wahlberg said he stands by his recent remarks about Saturday Night Live. (Asked about an Oct. 4 sketch called "Mark Wahlberg Talks to Animals," he told the New York Post, the show "hasn't been funny for a long time.")
"I just said I didn't think [the sketch] was as funny after seeing Tina Fey [do] Sarah Palin - that was pretty iconic," he told Us. "But I was flattered."
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