The Feeling's Jones announced the news via the band's official Twitter.
He tweeted: "It's a boy! Ray Holiday Jones was born today at 12:35 weighing 7Ib 15 Mother and baby doing great.We are truly smitten. Love to u all. Rx"
Ellis-Bextor announced her pregnancy, also via Twitter, last October.
"I am having another baby. Due in Spring. A little brother or sister for Sonny and Kit. Family e-b-jones are happy and excited. It's a lovely thing," she wrote.
The couple already have two children - Sonny, 7, and Kit, 2.
The Feeling were added to this year's V Festival lineup yesterday.
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Watch the video for The Feeling's 'Set My World On Fire' below: