The couple already have twin girls, born almost four years ago, and Mirka has now given birth to twin boys.
Roger and Mirka have called their sons Leo and Lenny and have said they are "incredibly happy" following their arrival.
Seventeen-times Grand Slam champ Roger announced the news on Twitter, saying: "Mirka and I are so incredibly happy to share that Leo and Lenny were born this evening! #TwinsAgain."
Roger, 32, has also pulled out of this week's Madrid Open Masters, telling fans on Facebook: "I've decided to withdraw from Madrid to be with my wife Mirka during these next few exciting weeks for our family."
The Swiss sportsman and Mirka welcomed their identical twin daughters, called Myla Rose and Charlene Riva, on 23 July 2009.
Celebrities who have welcomed babies in 2014:
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