August 30, 2017 11:30 AM

 

Married at First Sight‘s Jamie Otis and Doug Hehner are relishing every second with their newborn daughter.

After losing their son — whom the couple named Johnathan Edward — four months into Otis’ pregnancy last summer, the reality star “went into a deep depression,” she tells PEOPLE exclusively. “I just couldn’t imagine ever being truly happy again.”

Even now, “I still have my moments,” adds Otis, who began trying for another baby with Hehner shortly after losing their son. “Every month I’d take test after test. It was such a vicious cycle.”

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RELATED VIDEO: Married at First Sight‘s Jamie Otis and Doug Hehner Announce Pregnancy Six Months After Losing Their Son

 

But on Johnathan’s due date in December, the couple found out they were expecting their daughter: Henley Grace, who was born in New Jersey on Aug. 22.

“I’m not usually superstitious, but I definitely think Henley was a gift from her big brother,” says Otis, 31. “I was so miserable during the holidays because I was supposed to be bringing him home by mid-December.”

“I felt like there was a big hole in my heart and I dreaded having to wake up on his due date,” she admits.

Karolina Wojtasik

RELATED: A Look Back at Married at First Sight‘s Jamie and Doug’s Sweet Love Story

Now back home with baby Henley, the new parents are knee-deep in dirty diapers and bonding with their little girl.

“Everything’s come naturally so far,” says Hehner, 34. “I never changed a diaper in my life or swaddled [a baby]. [It’s amazing] how quickly instinct takes over. My first time holding Henley, I couldn’t believe how much love I had for her in such a short amount of time.”

Karolina Wojtasik

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The couple’s bond with each other has only strengthened after welcoming their daughter, and “I feel like the luckiest guy in the world,” says Hehner. “The way Jamie handled herself through the pregnancy, labor and post-labor is amazing. She’s the strongest person I know.”

Adds Otis, “Watching Doug dote on Henley makes me gush inside, and he’s so attentive and caring to me, too. I’ve never been more in love with him!”

Karolina Wojtasik

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Looking back on their “unbelievable” journey — the couple met for the first time as Otis walked down the aisle towards Hehner on Lifetime’s hit show — is “so funny,” says Otis.

“Our whole journey has led us to the happiest moment of our lives — this sweet baby girl!” she adds.

For all the photos and details on Jamie Otis and Doug Hehner’s baby girl, pick up the latest issue of PEOPLE, on newsstands Friday.

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