NBA superstar Joel Embiid and model girlfriend Anne de Paula just welcomed their first child together ... making the surprise announcement Thursday!!

The news comes as a shock to many who didn't even know the couple was expecting ... but the new parents decided to go public as their baby boy, Arthur Elijah de Paula Embiid, made his big arrival this week.

The name is important to the Embiid family -- Joel's younger brother, Arthur, died at age 13 in 2014.