This is the first child for de Matteo and her boyfriend, country/southern rock musician, Shooter Jennings.
The baby was born Wednesday night. E! said her name is is Alabama Gypsy Rose.
De Matteo shot to fame starring in the HBO mob drama "The Sopranos." She was recently seen in the independent film, "Broken English."
Celebrity Breakups and divorces of 2014 [PHOTOS]