The star, who earned an Oscar for her performance in the film The Constant Gardener, delivered her child in New York. A spokesperson for Weisz said that both mother and baby are, "happy, healthy, wonderful".
The 35 year-old star is engaged to filmmaker Darren Aronofsky.
In just a few weeks, Weisz will return to work. She will be starring in the film My Blueberry Nights with Jude Law and Norah Jones.