Anderson is best known for her roles on TV's "The X-Files" and "Bleak House." She can also be seen in the current big-screen release "How to Lose Friends and Alienate People."
Her representative Kelly Bush told People magazine exclusively that Anderson's third child, Felix Griffiths, was born Oct. 15.
Felix is the actress' second child with her television director boyfriend Mark Griffiths. The couple also have a 1-year-old son named Oscar and Anderson has a 13-year-old daughter, Piper, from a previous relationship.