The actress gave birth on Saturday at NHS Hospital in Sussex County, UK. "Mother and baby are doing great," Winslet's representative told Us magazine.
The 38-year-old actress confirmed she was expecting her first child with Rocknroll, who is the nephew of Virgin billionaire Richard Branson, back in June.
Winslet secretly married the fellow Brit and Virgin Galactic executive in December 2012 after over a year of dating.
The'Titanic' star is already a mother to daughter Mia Threapleton, 13, and Joe Mendes, 10, with ex-husbands Jim Threapleton and director Sam Mendes respectively