The couple welcomed their new addition on Oct. 25, after announcing they were expecting in August. They have yet to reveal the name.
O'Loughlin, 36, and Jones, 35, both have children from previous relationships. O'Loughlin is dad to 15-year-old Saxon, and Jones has a 3-year-old son, Spike.
O'Loughlin is best known for his role as McGarrett on the CBS crime drama. Jones, a surfer and model, has appeared in commercials for Coca-Cola and American Express, among others.