The 36-year-old star, who already has two-year-old son Max Red with husband David Caspe, posted on Instagram a picture of herself accompanied by David and their little one.
Along with the cute photo of the trio, the "Happy Endings" star wrote, "Henry Bear Caspe is here!"
The news of the couple welcoming a baby boy together was announced earlier this week on Casey's podcast, "Bitch Sesh".
Co-host and comedienne Danielle Schneider shared with listeners, "Our dear friend Casey Rose Wilson has given birth to a little baby boy while we were recording the podcast, you guys this is so exciting.