The 35-year-old Gone Girl star and her long-term partner Robie Uniacke, 54, welcomed their new arrival on December 2, according to People magazine.
No details about a name have been released.
The new baby is a little brother for the former Bond girl and Robie's two-and-half-year-old son, Solo.
Rosamund recently explained that she had an urge to have another baby after she finished work on Gone Girl, the film adaptation of Gillian Flynn's best-selling thriller.
The English actress played Amy Dunne, whose husband Nick (Ben Affleck) is suspected after she disappears on their anniversary.
She said: "After filming I just knew I had to go out there and make a human being.
"The film was so tough and such a hard experience that the instant I'd finished I thought: 'I need to bring something positive into the world. Life is good with little people around'."
Rosamund joked: "Having a baby is a great project to have after playing a character as un-maternal as Amy Dunne.
"After playing a character like that, it's good to be bringing a new life into the world!"
She has also spoken about how much she loves being a mum to a son, saying: "If you have a little boy, you walk through the door at home and you get on to the floor with some Lego – that's a wonderful antidote."