"I come from a big extended family, so it's very normal to be around babies for us, but when it's your own it's a very different experience for us. But so far it's quite easy falling into the role - it's come very easy for me. It just feels very natural."
He declined to share a picture of his daughter, but said she was "beautiful", and had a good personality and was a lot of fun.
The birth of the 3.4kg girl was without drama, and Winstanley was doing well.
"Everything's completely normal, which is what you want," he said.
Waititi said they'd decided to avoid the American tendency for a lot of medical intervention in birth and had chosen a birthing centre with facilities similar to New Zealand.
"We found a cool place that was more about natural, New Zealand styles."
Both sets of grandparents were currently visiting.
Waititi is preparing to shoot a US pilot of Super City with actor Madeleine Sami.
"Apart from that, we're just hanging out for the summer. We're just going to chill out and give this baby some sunlight."
The family-of-three hope to be back in New Zealand next month.