The couple have been together for nine years and are the parents of a 3-year-old daughter named Alabama Gypsyrose.
"Waylon Albert 'Blackjack' Jennings has arrived," Jennings Tweeted Thursday. "Thanks for all the kind words folks! We're super lucky to have so many kind friends!"
De Matteo is best known for her work on TV's "The Sopranos," "Joey" and "Desperate Housewives."
Musician Jennings is the son of late country great Waylon Jennings.