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Jason Sudeikis has his priorities in order.

Harry Connick Jr. didn't fault the actor for canceling his Harry appearance last Tuesday. And how could he, as Jason welcomed a daughter, Daisy Sudeikis, with fiancée Olivia Wilde? "I was supposed to be here at 4," the 41-year-old Son of Zorn star explained when he returned Friday. "She came out at 3:39. She does not care about show business, but she will!"

Days before Olivia, 32, gave birth, she had a false alarm.

Olivia Wilde, Daisy Josephine Sudeikis, Instagram

Instagram

"We came really close," Jason told Harry. "Daisy was born on Tuesday, but on Friday night, [Olivia] and I were going out—date night. This is how confident of a lady Olivia is: She's like, 'Date night, we're going to go see Beyoncé.' So, we were in line to get in the Lincoln Tunnel and there was an accident in there. Everything was gummed up, so it was going to take us like an hour to get through the tunnel, and we would have been a half hour late to the concert, which would have been a bummer because we would miss all the choreography and fireworks."

Jason and Olivia decided to turn around, and that's when her contractions started.

"I don't know if it was the pressure, if it was the traffic, or the fact that we were going to be late. It was just bad in the back seat of the car," he said. "We U-turned and got it out of there. We figured it would be a bad scene to have the baby in a tunnel—and a little redundant!"

The couple then "hightailed it to Upper East Side where the hospital was, got out of the car walked around neighborhood a little bit. Then, Daisy calmed down. I think she was just fired up," he said. "Just sitting there doing the ['Single Ladies'] dance, like, 'I know where I'm going!'"

Olivia announced Daisy's arrival Oct. 15 via Instagram.

She and Jason are also parents to Otis Sudeikis, 2. The proud dad even brought a video of his son playing guitar and singing "Twinkle, Twinkle Little Star," saying, "He's going Kurt Cobain, Paul McCartney, Jimmy Hendrix." Does Otis want a gig on Harry? "Yeah, probably," Jason joked. "I don't think he knows what that is, but I'd love for him to bring in a steady paycheck."