The "Studio 60 on the Sunset Strip" actress gave birth Tuesday to daughter Frances Pen, who weighed 6 pounds, 10 ounces, Peet's publicist Brit Reece said Friday.
Peet, 35, and screenwriter David Benioff were married last fall.
Peet starred in the movies "Something's Gotta Give," "Syriana" and "The Whole Nine Yards," and its sequel, "The Whole Ten Yards." In the "Yards" films, she starred opposite Matthew Perry, her co-star on "Studio 60." Her pregnancy was written into the show's storyline.
"Studio 60" was pulled from NBC's schedule this week after 15 episodes, although the network said the backstage Hollywood drama will return at some point this season.
Benioff's screenwriting credits include "25th Hour" and "Troy."