Mike 'The Situation' Sorrentino and Wife Lauren Celebrate Baptism of Baby Daughter Luna: 'Filled with Love' (Exclusive)

Mike “The Situation” Sorrentino and wife Lauren Sorrentino are marking a special milestone for their little girl.

On Sunday, Oct. 20, the Jersey Shore star, 41, and his wife, 38, celebrated their daughter Luna Lucia, 7 months, at her baptism. In the photos shared exclusively with PEOPLE, Luna is supported by her parents, sister Mia Bella, 20 months, brother Romeo Reign, 3, as well as a few Jersey Shore cast members who came out to show their love.

“We feel incredibly blessed to have celebrated this special day for our daughter Luna Lucia. It was a beautiful occasion filled with love, laughter, and the warmth of our closest family and friends," the couple tells PEOPLE in a statement.

The statement continues, "We cherish the memories we created and look forward to watching her grow with the values and traditions that her baptism represents."

"We can’t wait to see what the future holds for our beautiful family of five!” the proud parents add.

Before the event, the family of five took a few photos in the church all together. Mike wears a gray suit and holds Mia, who looks adorable in her beige dress and matching hair bow. Lauren sports a purple, silky midi dress while holding Luna in her white baptism gown from Baby Beau & Belle. Between them, older brother Romeo stands in a gray suit matching his father's.

Her big brother and big sister sweetly kiss Luna on the forehead before the party begins.

In one sweet snap, Mike and Lauren excitedly enter the celebration held at Gabriella's Italian Steakhouse in Red Bank, N.J. with a light-up sign behind them, reading, "God Bless Luna" from Gabriella's and a unique mirror sign from JCs Art Designs. The proud mom of three can be seen holding her baby, while Mike excitedly pumps his fist into the air.

The dad of three can also be seen smiling at the bar with his Jersey Shore crew, including Nicole “Snooki” Polizzi, Angelina Pivarnick, Deena Nicole Cortese and Vinny Guadagnino. The guests enjoyed a two-course meal as they honored baby Luna as well as desserts from Gino’s Cannoli Bar and Palermo’s Bakery.

In April, just a few weeks after welcoming Luna, the Sorrentino family shared more exclusive photos with PEOPLE from their first family photo shoot with their newborn. In one sweet picture, Mike and Lauren posed together in matching beige outfits, with the reality TV star holding Romeo and Luna in his lap.

Next to her husband, Lauren held daughter Mia, smiling as her photo was taken. Other photos showed the three Sorrentino siblings sitting together on a fuzzy carpet, with Luna swaddled in a white knit blanket.