"I think it's just a wonderful way to celebrate how they feel," Jenner said. "He's such a blessing, so it's perfect."
A surrogate carried baby Psalm because Kardashian West was told after her second pregnancy that she would be unable to physically carry another baby to term.
West has been hosting a series of exclusive "Sunday Services," where he peddles high-priced merchandise, including a "Holy Spirit" hoodie and "church socks."
Kardashian West says the family doesn't immediately name their babies.
"I definitely take a family survey, but it's usually after the baby's born and we're trying to figure out what the baby looks like," she said. "I usually go about three or four days nameless until I feel like it really connects with the baby."
Psalm joins sisters North and Chicago and brother Saint.