"I went into labor at the Phillies-Dodgers game on Tuesday night," Olson said. "As soon as Ryan Howard hit a three-run home run, we felt comfortable leaving to go have our baby."
Olson gave birth to a boy at 12:52 p.m. Wednesday at the couple's Sherman Oaks, Calif., home. Named Axel Lee, he weighed in at 8 pounds, 7 ounces.
"We love him like crazy, even though he made us miss the second half of the game," Olson added.
The 35-year-old actress and McElhenney, 33, have been married for two years.
It's Always Sunny in Philadelphia returns Thursday, Sept. 16 at 10/9c on FX.