Danes' publicist Jodi Gottlieb confirmed the news of the baby boy's New York birth to USA Today on Saturday.
The child was born last Monday. His name has not been publicly disclosed yet.
Danes, 39, and Dancy, 43, have been married since 2009. They are also the parents of 5-year-old Cyrus Michael Christopher.
"I am pregnant," Danes declared. "I'm seriously preggo. ... I'm deep into my second trimester."
Showtime said last month the upcoming, eighth season of Homeland will be its last. Dancy can now be seen in the Hulu series The Path.