Gyllenhaal's publicist said in an email Monday that the actress gave birth to Gloria Ray on April 19 in New York. No more details were provided.
The couple had their first daughter, Ramona, in 2006. They got married in 2009.
Gyllenhaal is just the latest A-list mother to make headlines. Who could forget the much-hyped pregnancy of megastar Beyoncé, which was the subject of endless rumors for months, as the tabloids speculated on baby names, hospitals and even whether the pop star might be using a surrogate to save her famous figure.
"She's just the cutest thing," says the Grammy winner, who sings to her daughter and claims to "love" changing diapers.
Does Blue resemble mom or dad?
"She looks like Blue," the singer says. "She's her own person."
"The best thing about having a daughter is having a true legacy," she adds. "The word 'love' means something completely different now."
Proving that mother hood suits her, People magazine recently announced it has named Beyoncé the World's Most Beautiful Woman for 2012.
The 30-year-old singer tops the magazine's annual list of the "World's Most Beautiful" in a special double issue.
Commenting on her selection to People, Beyoncé gave the birth of her daughter credit for the honor: "I feel more beautiful than I've ever felt because I've given birth. I have never felt so connected, never felt like I had such a purpose on this Earth."