Fourth-ranked Federer is set to play Frenchman Jérémy Chardy (ranked 47th) on Wednesday in his return to the tournament circuit after skipping the Madrid Masters last week when Leo and Lenny were born.
“I don’t want to leave them for a very long time,” the 32-year-old Basel native told a press conference in Rome on Tuesday after ending his brief paternity leave.
“I miss them already.”
Federer, who was a finalist in last year’s Rome Masters, losing to Rafael Nadal, said the baby boys and his wife were in “good health”.
He said his decision to participate in the Italian tournament was taken in a slightly “improvised” way last Thursday.
“I talked to Mirka as well as my team, I asked them what they thought of it and they told me to go to Rome to play.”
Federer said that while he hoped to win the first match against Chardy “at the moment I really have other priorities”.
Nonetheless, the 17-time Grand Slam winner said his new twins would join him and his family — his twin daughters turn five in July —on tour.
“I know it’s going to be a lot of work but at the same time I know what I’m getting into.”
Despite the birth of the new twins Federer said he had “trained really hard in Switzerland” ahead of the Rome tournament.
The competition is a warmup for the French Open later this month, which Federer said on Monday he would be competing in for the 16th year in a row.
Meanwhile, Switzerland’s currently top ranked player Stanislas Wawrinka handily defeated Spaniard Pere Riba in two sets on Tuesday in his opening round at Rome.
Wawrinka, ranked third in the world, beat Riba (ranked 98th) 6-0, 6-3.
The Lausanne native is to play against the winner of the match between Germany’s Tommy Haas and Igor Sijsling, from the Netherlands.