The James Bond legend's son Christian and his partner Zara welcomed little Max last month (Nov11), when Moore was scheduled to be in Geneva, Switzerland for a charity event.
The actor tells Britain's Daily Mail Weekend magazine, "Zara, Max's mother, had been having contractions, but I'd had to come to Geneva for a Unicef auction at Christie's. There's no way I couldn't come.
"Christian said, 'What's more important Dad, your new grandson or flying off to dinner?' I said, 'The birth may not happen today, but the auction is now and I have to go.' In a way he was testing me. He likes to provoke but I was on tenterhooks."