Lily, 33, shared the news about their newest family member on Instagram.
She posted a picture of two little footprints along with his name, Winston Roy Followill. No other details were given.
The former Sports Illustrated Swimsuit cover girl stuck to her roots when she announced she was expecting. She posted a selfie of her in a bikini that revealed her bump and wrote, "SURPRISE."
Pregnancy didn't slow her down either! Back in September, while five months pregnant, she walked the runway for Brandon Maxwell at his show during New York Fashion Week.
What do you think of Lily and Caleb's new addition? Let us know in the comments.