In the episode Company Picnic Pam finds out that she is pregnant with Cece.
In the episode The Delivery Pam gives birth to Cecelia (March 4, 2010) and she and Jim are overjoyed. Michael is also thrilled. Michael was convinced that she was conceived in the office but Jim tells him, "Wasn't conceived here. Burning Man. Port-a-potty."
In St. Patrick's Day, Dwight taunts Jim for being at work and not seeing Cecelia and Pam. She is part of the office as far as Michael is concerned he thinks he's a part of Jim and Pam's relationship.
Cece is taken to be christened and ends up ruining her dress and so Jim is forced to wrap her in a large T-shirt. He later leaves her with Sylvia who complains she is too busy watching someone's purse. When Jim returns, Cece is gone much to his horror. Noticing that Angela seems to be jealous of not having kids, Jim and Pam become paranoid that Angela stole her. However just after Jim accuses her of causing a commotion, it is revealed that Helene, Pam's mom, had just taken her to change her diaper (Christening).
Cece starts to keep Pam up all night due to her reverse cycling. Pam is forced to take Cece to Gabe and Erin's viewing party. She tries to keep Cece from crying in Gabe's room but Dwight takes Cece and gets her to be quiet almost effortlessly. Scared that if Dwight leaves, Cece will wake up and start crying again, Pam goes to great lengths to keep Dwight from leaving
Jim is called away to jury duty however when the case ends early, Jim decides to use his free days to help Pam take care of Cece and their new baby, Philip. Jim is later forced to admit this to the office after Dwight begins to realize Jim is hiding something. In order to cheer the office up, Jim brings Pam and the kids into the office. Pam claims that Cece drew pictures for everyone but people soon begin to realize that they are too artfully drawn for a young child to draw and when Andy asks Cece if she drew them, Cece replies "no!". She and Philip later begin to start crying and she runs into the conference room where Jim chases her down. He later takes her back to the car and the rest of the office staff realize that what Jim went through certainly wasn't a vacation (Jury Duty).
After Jim pulls a prank on Dwight, Jim begins to fear that Dwight is looking to get revenge on him. Dwight opens a free family portrait studio in the break room and Jim believes this is a trap so that Dwight could do something to Cece or Philip. Pam brings them in anyway and the portrait is taken without any trouble at all. It turns out that Dwight was more interested in getting his hands on Angela's baby than on Cece or Philip (Free Family Portrait Studio).
Cece is in a dance recital that Jim is not able to come to. Pam promises to record the recital, but fails when she gets a call on her phone which she is using to record. Jim gets quite upset that he is now unable to view the recital and fights with Pam about it.