They'll be three in June.
Sure, I've felt proud of them before; but there are a couple reasons I've never said it. The first is that there's no way they would understand what being proud meant. The second is that I'm not entirely comfortable with the concept.
Here's Dictionary.com's first definition of pride: a high or inordinate opinion of one's own dignity, importance, merit, or superiority, whether as cherished in the mind or as displayed in bearing, conduct, etc.