"Nothing like being a dad," Cain said. "I wouldn't trade it for the world."
Cain and his wife, Jenny, had another son, Jayden, born in January 2016. And they're expecting a third child this fall. Lorenzo is hoping to add a girl to the family.
"We'll find out any day," Cain said, smiling.
This is Cain's third Father's Day as a parent, and he said he is honored to be a father.
"It means a lot," Cain said. "Every day I get to spend with them means a lot. They put a smile on my face."
Being a father changed Cain, he said, in dramatic ways.
"It gives you a new perspective," he said. "It changes you a lot. It humbles you. It makes you grow up in a hurry. It is something I definitely enjoy. Like I said before, they put a smile on your face.
"No matter what you do at the ballpark, you can go 0-for-4, and they still love you. And they're still happy to see you."
Cain also still can't believe the cuteness factor involved with having children.
"My youngest one, Jayden, is just starting to talk, so that's cute," Cain said. "But when you come into the house, they always run up and yell, 'Daddy!' That's always the best moment for me."
And Cain does have a special message on Father's Day: "To all the Dads out there, like I told my momma on Mother's Day, 'Keep loving on your sons.'"