It is "The Good Wife" alum's third child with "Game of Thrones" showrunner David Benioff. They have daughters: Frances, 7, and Molly, 4.
Peet made her third pregnancy known to the public by showing off her then growing belly at the Emmys in August, according to People.
The actress revealed the baby's gender in October and gushed about her and her daughters' excitement. "I'm very excited," she said at the time. "[My daughters] are very excited now. We'll see what happens when he actually arrives."
Speaking about her daughters' excitement for the coming of their brother, she shared: "They talk to him and listen to him."
Peet shared the news at the UN Foundation and Walgreens Shot@Life and revealed how happy she is despite being tired most of the time because of the pregnancy.
"I'm definitely very tired," she said. "I'm 42 and it's my third baby. It's great. I can't complain. I mean, I'm tired but otherwise, I'm doing really well."
The couple has yet to announce the name of their newborn but Peet shared the fun story of how they decided on their second child's name. Peet said they could not decide between Maya June and Molly June.
"David hid behind his back two crumpled up pieces of paper. We couldn't leave the hospital because we couldn't decide what her name should be," she said. "The car was downstairs and yeah, it was cut throat. There were two, he wrote them down on a piece of paper, and then hid them behind his back. And that's how she became Molly June."
Peet and Benioff tied the knot in Sept. 2006 in New York, according to People. The ceremony was held at Peet's alma mater, the Quaker school Friends Seminary founded in 1786. Among their guests were Mark Ruffalo and Elizabeth Berkley.
The actress and the screenwriter got engaged in July 2005.
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