The 34-year-old actress, who married Sarsgaard in 2009, gave birth to a sibling for her five-year-old Ramona on April 19 in New York, reported Us magazine.
The "Secretary" actress tried to keep her pregnancy under wraps until the second trimester but said she found it difficult to keep the information low key.
"I find it difficult to pretend you're not pregnant, which I had to do. I didn't let anyone know until three and a half months this time. I went to film festivals. I'm throwing up in the bathroom and having to keep pretzels in my purse, and having to fit into dresses," she said.
Sarsgaard, 41, said the couple was happy to know the gender of the baby as it would give them enough time to choose names before the baby was born.
"It's the nice thing about knowing the gender of a child; you don't have to call it 'it,' which gets really weird after seven months in. So we've been trying out a few names, but nothing solid," he said.
Gyllenhaal was in a relationship with "The Dead Man Walking" actor since 2002. The pair got engaged in 2006 and gave birth to their first daughter in the same year. The two tied the knot in Italy in 2009. PTI CORR NDS BB
