The Accidentally on Purpose actress welcomed son Francis Jonathan Beesley – he's already going by the nickname of "Frankie Jack" – on Oct. 20, her rep confirms to PEOPLE, adding that mother and child are home and doing well.
The couple chose not to find out the sex of the baby before delivery, Jensen told PEOPLE's Celebrity Baby Blog.
"We thought there are so few surprises left in the world," the Emmy-nominated actress, 40, explained. "We wanted to be surprised, so we don't have the room painted pink or blue."
The couple, who eloped in January 2007 after seven years together, announced the pregnancy in July.
Jensen will be returning to work soon on Accidentally on Purpose, which airs Monday evenings at 8:30 p.m. on CBS.
Reporting by BLAINE ZUCKERMAN