The 27-year-old, who is currently on loan at the City Ground from Southampton, lost his son Luey Jacob just two days after he was born due to a bowel condition last year.
Following his passing, Sharp's partner Jade Fair fell pregnant and gave birth two months ago to another son.
"I said at the hospital, 'This is my second child'," Sharp told the Daily Mail. "I didn't get to do anything with Luey but I got to cut the cord this time and we got to bring Leo home.
"Last time I was overjoyed that I had a baby boy, but the mood changed in a matter of seconds. This time was so different. I could just tell nothing was wrong. I was more than happy to go off to football. I was so happy. I missed Leo so much, but I just knew everything would be okay."
Sharp has revealed that Leo was named after his football idol Barcelona star Lionel Messi.