The baby, who was born in Los Angeles, weighed in at 7 lbs., and measured 20 inches.
Shields, 40, and husband Chris Henchy, 42, who wed in 2001, also have a daughter, Rowan, who will be 3 next month.
Just last month, the couple celebrated the impending birth of their second child at a Moroccan-themed baby shower hosted by actor Steven Weber and his wife, Juliette Hohnen, at their L.A. home.
"Brooke was simply glowing all evening," her friend, event planner Jo Gartin, who organized the fete, told PEOPLE.
The actress suffered from postpartum depression after the birth of her first child. She wrote a book on the subject, Down Came the Rain: My Journey Through Postpartum Depression, and has spoken out about her use of antidepressants.
Last year she was famously criticized by Tom Cruise, who as a Scientologist opposes psychiatry and prescription medication to battle depression.
This time Shields, who had trouble getting pregnant the first time, did not need the IVF treatments required to conceive Rowan. "And nothing is going to shock me anymore. I am more prepared," she told PEOPLE – though, she admits, not everyone is ready for the new addition.
"I said to Rowan, 'The baby is going to live in our house.' There was a long pause, then she looked at me and said, 'She is going to live in my house?' " Shields said with a laugh. "But she's been helping me decorate the room. It's been sweet. I'm glad she'll have a sibling."