Little Gracie entered the world Saturday at 7 pounds, 4 ounces, The Mirror reported Tuesday.
Friel, 28, had been told she may never have children after suffering a ruptured ovarian cyst due to endometriosis in 2000, the newspaper said.
She plans on taking three months off, then returning to filming the soccer drama, "Goal!"
Thewlis, who played Professor Lupin in "Harry Potter and the Prisoner of Azkaban" will reportedly join Friel on the movie set to help care for their daughter.
Notable deaths of 2014 [PHOTOS]