The 39-year-old actor's ex-girlfriend Rose Costa delivered a son here. Marsden and the Brazilian model dated briefly after his divorce from wife Lisa Linde, reported People magazine.
The actor chose the name of the new infant, William Luca Costa-Marsden, and plans to remain supportive, according to sources.
This is Marsden's third child. He is father to 7-year-old daughter Mary James and 11-year-old son Jack Holden, both with Linde.
The actor currently plays the love interest to Tina Fey on '30 Rock', and is set to star in the upcoming comedy "Walk of Shame".