For this week's Pride issue, Cooper takes PEOPLE on a tour of baby Wyatt's serene nursery — which is decked out in cream, blue and gold tones — as the swaddled-up newborn snoozes nearby in his crib.
The first bit of the room that the CNN anchor, 53, proudly shows off is a painting of his mom Vanderbilt, who died last June at the age of 95, and dad Wyatt Emory Cooper, who died during heart surgery when Cooper was 10.
And what makes the painting even more special is that the late heiress and fashion designer created it herself.
"We were kind of rushed to try to get everything together so there's still some stuff not hanging up on the walls, but this is a painting my mom did of my mom and my dad," Cooper tells PEOPLE. "And I thought it would be nice to have here — them watching over Wyatt."
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Vanderbilt's touches are all throughout Wyatt's room, in fact. Near the crib hangs a papier-mâché Cupid that the late fashion icon always "had hanging in her apartment."
"There's something just really sweet about it," Cooper says. "I took it from her apartment and brought it here. I think it fits really nicely."
He also shares "one of the last drawings she did before she died," hanging between two of the windows in the nursery: "It's a man on a boat with a flower in his hand, heading toward a woman who's waiting for him on the shore ... and it says, 'Nothing can ever separate our love.' "
The space itself is "pretty small," but Cooper has made the most of it and has all the essentials, including a combo dresser/changing table and a diaper pail the new dad calls "the greatest thing ever."
Art above the changing table includes a photograph taken of Cooper when he was a baby and a throwback photo of Cooper's ex Benjamin Maisani (with whom he will co-parent Wyatt) and his sister — plus a sweet drawing of a sloth done by the daughter of Wyatt's surrogate.
The nursery is complete with wooden animals and blocks, a nod to Brazil and Our Lady of Aparecida and tons of stuffed animals — many of which are near and dear to the Anderson Cooper 360° host, as they were part of his own childhood. One even has a touching connection to his brother Carter, who died in 1988 at age 23.
"This is my Snoopy, and I loved him so much I used to hold him by his neck all the time, so his neck's kinda loose. I apologize, Snoopy," he jokes. "And he's actually wearing a T-shirt that belonged to my brother. I remember, at the time, I was worried that Snoopy was cold, so I asked my brother for a T-shirt and I cut it [to fit]."
For more from Anderson Cooper, pick up this week's Pride issue of PEOPLE, on newsstands Friday.