Bayer Leverkusen winger and his girlfriend Stephanie Hope had their first child in June and named the boy Leo Cristiano.
Many suggested he named the son in honour of arguably two of the greatest footballers ever, Lionel Messi and Cristiano Ronaldo.
But speaking in an interview with German outlet Bild Bailey dismissed the rumours.
“It has nothing to do with football, but with me and my name,” he said.
“Leo is an abbreviation of Leon. And Leo is the lion – I am a lion. I believe that my son also grows up with the mentality of being a fighter and a leader. And Cristiano is a lovely name that goes well with Leo.
“Being a father changed me in many ways as a person, but not the way I play football. However, my son motivates me to work even harder.”