Watch: Rose Leslie and Kit Harington have had a baby
The proud parents – who met while starring in the hit HBO TV show – were pictured by Page Six walking hand-in-hand in London with Leslie, 34, carrying their new son in a baby carrier on her front.
A representative for Harington, 34, confirmed they had had a boy and are "very, very happy!".
Leslie – who played wildling Ygritte in the show, an adaptation of George RR Martin's fantasy novels – is wearing a hat and face mask and is looking at down at her new son.
Harington, who played Jon Snow, is carrying a bulging supermarket shopping bag.
The couple announced they were expecting in October last year.
Leslie told the New York Post: "I am thrilled to be expecting. I can't wait to meet the new member of our family!"
The pair began dating in 2011 and they were married in June 2018 at Leslie's aristocratic family castle.
As well as a home in the London, they have spent lockdown in a period farmhouse in Suffolk which they are said to be renovating.
Leslie told Stylist magazine: "I feel incredibly grateful. My husband and I were fortunate to spend lockdown in the countryside.
"We raised a puppy in lockdown. We were trying to eke out conversation over the dinner table, talking about nothing but what we'd eat the next day. It has been an extraordinary time for all of us, it certainly slowed us down."
Harington checked into a rehab facility in May 2019 where he was reportedly treated for stress and alcohol misuse.
The couple have kept a low profile since his mental health problems emerged.