The 'Sherlock Holmes' filmmaker was spotted in London over the Fourth of July weekend with Ainsley, who was carrying the baby against her body in a sling, reported Contactmusic.
The couple was joined by a young girl, believed to be their daughter Rivka, as well as Ritchie's sons Rocco and David from his marriage to Madonna.
They have not commented on the gender or name of the baby and the date of birth has not been released yet, but a heavily pregnant Ainsley was last seen in public at 'The Edge of Tomorrow' film premiere in London in May.