No details regarding the couple's choice of name were immediately available.
Their first child was born Dec. 7 in England.
Winslet married Rocknroll about a year ago.
The Oscar-winning actress also has a daughter Mia, 13, and son Joe, 10, from her two previous marriages.
Rocknroll works on his uncle Richard Branson's Virgin Galactic private space-flight business.
Celebrity Families of 2014 [PHOTOS]