Anderson's manager, Connie Freiberg, says the baby, named Felix, was born October 15.
He's the second child for the 40-year-old actress and her boyfriend Mark Griffiths. Their son Oscar will be 2 years old next month.
Freiberg says Anderson didn't name her sons after the characters in the classic comedy "The Odd Couple."
Says Freiberg: "She's never even seen the show. She had no idea. ... I brought it up to her, and it really doesn't sink in."
Anderson has a 14-year-old daughter from her marriage to production designer Clyde Klotz.