The Grey's Anatomy star and her husband Christopher Gavigan welcomed their daughter Poppy James Gavigan on June 20, People reports.
The couple first announced that they were expecting their third child in January.
Following the birth, they said: "Our hearts are bursting with love and gratitude upon the arrival of our baby girl."
The couple already have a daughter, 20-month-old Eve Augusta, and a son called Luke, 4.
Capshaw recently revealed that she thinks every baby is a "miracle".