The happy news of the pregnancy was confirmed by Us Weekly after the actress, 37, was spotted in LA filming her hit TV show New Girl with a visible bump.
Zooey and her husband Jacob Pechenik are also parents to 18 month old daughter Elsie Otter, whom they welcomed in July 2015. In August of the same year, they used Elsie's birth to also confirm that they had tied the knot in secret.
'I am thrilled to confirm that Zooey Deschanel and her husband, Jacob Pechenik, are new parents to a beautiful healthy baby girl,' Zooey's representative said in a statement, discreetly establishing that the pair were now married.
Zooey's first pregnancy was very low-key, although she did mention that she and Jacob chose not to find out the gender of their child until she arrived.
When asked about their choice of baby name, and their unusual choice of middle name in particular, she added: 'They [otters] are very sweet and they are also smart.'
Speaking to Redbook magazine in 2016, Zooey said that becoming a parent had made her feel more grown up: 'I've never really felt like an adult. But I think it's a huge accomplishment to have a child, so maybe I feel like an adult for that reason,' she explained.
'I've slowed things down a bit. I think it's good for your whole self - your creative self, your professional self, and just your soul — to take a little time for yourself and your family. You can spend your whole life going after things, but I think you risk missing out on some really powerful self-reflection.'
The 500 Days of Summer star also opened up about the pressure to her pre-pregnancy figure, saying: 'To expect someone to look like her pre-baby self immediately is odd. Because you just grew a human and then birthed that human—there's a lot that needs to go back to where it was. All your organs move around, for chrissakes!'