Jayden Lavender, 14, told Seven News he just wanted a few extras days with baby daughter Aria Jayde Tanya when he and 15-year-old girlfriend Jenifer Morrison smuggled her from Nepean Hospital yesterday.
CCTV footage showed the young parents leaving with an unidentified man.
The teens were interviewed by police on Thursday evening while baby Aria was assessed back in hospital as the matter is being dealt with by the department of Family and Community Services.
He said police held concerns for all three children, particularly the baby and the young mother.
They left the hospital together on foot, and were believed to be in the company of an unknown man wearing an Everlast jumper.
Jayden Lavender is described as being of Caucasian appearance, with brown eyes, and short brown hair.
"That tells me he knew that it wasn't the right thing to do", she said.
"I appreciate what people are doing for us, but there are those people who are saying if they see me on the streets they say they are going to bash me", he said.
They fled the hospital with their newborn daughter after being told they could't take her home. He is believed to be wearing black and white hooded jumper.More news: Lady Gaga Drops Surprise Single 'The Cure' After Electrifying Coachella 2017 Performance
The two teenagers have links to the NSW Central Coast and Mount Druitt areas.
However, the teenagers - who now live at Ms Lavender's Dharruk home - were unable to legally marry due to their age.
Jenifer is described as being of Caucasian appearance with long brown hair. She was last seen wearing a white hooded, grey tracksuit trousers and "Ugg" boots.
Anyone who may know the whereabouts of the children should ring 000 (triple zero).
'My Pride and Joy.
"This is Jayden 1 hour and my Most lovely Girl in the world Aria Jayde Tanya Lavender born 10/04/2017 she is daddy's girl 100% love you all".
Just three hours after her son went missing, she posted: "My life is always so sad if something good happens something bad follows".