The 35-year-old Veep actress gave birth to a daughter named Clara Elizabeth So on Thursday, July 28.
Anna and Shaun, who got married in 2008, are also the parents of a three-year-old daughter named Penelope Jean.
This will be an extra exciting month for Anna as she is nominated for an Emmy Award for Outstanding Supporting Actress in a Comedy Series for her work on Veep. This is her fourth straight nomination!
People was first to report the news.