The 38-year-old Emmy award winner gave birth to her 6-pound, 8-ounce baby boy on Nov.1, marking the first child for the actress and her boyfriend, businessman Mark Griffiths, said Zap2it.com.
The announcement of the birth of the baby boy, named Oscar, was delayed until the infant was out of intensive care and in good health.
"Both (Oscar) and Gillian are just fine," confirmed Connie Freiberg, Anderson's manager. "They are extremely happy -- the entire family."
Since the cancellation of "The X-Files," Anderson has taken to the big screen with some recent fare, "The Last King of Scotland" and "Tristram Shandy: A Cock and Bull Story."
The actress, who played FBI agent Dana Scully on the popular Fox series, already has a 12-year-old daughter, Piper, from a previous marriage.