The couple named their little bundle of joy Henry.
The announcement was made by Wilson's podcast co-host, Danielle Schneider, on Thursday's episode, reported Entertainment Tonight.
"Our dear friend Casey Rose Wilson has given birth to a little baby boy while we were recording the podcast. You guys, this is so exciting," said Schneider.
The couple are also parents to a 2-year-old boy named Max.
Wilson, 36, and Caspe, 38, met on the sets of the ABC's 2011 popular sitcom. The duo got engaged in September 2013 and tied the knot in Ojai, California, in May 2014.
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