McGregor's daughter Clara broke the news that her father and the 36-year-old welcomed their first child together.
"Welcome to the world little brother ❤️ congratulations to my Dad & Mary — this is the greatest gift," the 25-year-old gushed on Instagram on Sunday, June 27, with two snaps of her holding the baby.
Fans and friends took to the comments to send their congratulations.
"he looks absolutely enamored with you in the first pic clara 😢😢😢 this is so cute, congratulations on the new addition to the family!!!" one fan noted.
"Oh wow! Congratulations! 💕," another wrote.
The couple never announced that they were expecting — nor had the brunette beauty been photographed with a visible baby bump.
Clara's sister Esther McGregor also shared some photos with her newest sibling and revealed the newborn's name.
"Met my little brother looking like a pirate. I recommend! Welcome to the family little Laurie 🥰," the model, 19, captioned the sweet snap.
McGregor, 50, shares Clara and Esther — as well as two other daughters, Jamyan, 20, and Anouk, 10 — with ex-wife Eve Mavrakis.
McGregor and Winstead met in 2016 on the set of Fargo. The Birds of Prey actress split from husband Riley Stearns in May 2017 — and months later, she was snapped smooching McGregor, who was still married to Mavrakis at the time. McGregor filed for divorce in January 2018 and asked to be declared single in November of that year. The former flames' divorce was finalized in 2020.
“I got divorced a couple of years ago, which was a scary, crazy thing for me because I had been with the same person since I was 18 years old, and that was what I knew," Winstead previously told Glamour U.K. of her split from Stearns.
"For me that was a big turning point," she added of starting over, "being OK with changing, accepting that change is a good thing and that it’s OK not to know where that change is going to take you.”