The 42-year-old actress gave birth to a baby boy on Sunday in Los Angeles, Us Weekly reported.
It is the third child for the Peet and and the 'Game of Thrones' showrunner. The couple is already parents to 7-year-old Frances Pen Frankie and 4-year-old Molly June.
Peet debuted her growing baby bump on the red carpet of Primetime Emmy Awards in August after remaining mum about her pregnancy for months.
Two days before giving birth to her son, Peet was still doing her regular activities. She was seen shopping with her daughter Molly in Beverly Hills. She went make-up free during the outing and wore a grey sweatshirt and navy tracksuit bottoms matched with a khaki parka jacket and a blue plaid scarf.