The Canadian comedian and actress, 37, shared a photo on Instagram, showing her in bed holding the child.
She captioned the post: “I have a really good reason why yesterday’s podcast is late.”
Ryan, who has a young daughter from a previous relationship, shared a second photo of her partner Bobby Kootstra holding the baby, joking the child had arrived in time for the football.
She recently entered a civil partnership with childhood sweetheart Kootstra, after rekindling their relationship following 20 years apart.
The couple did not reveal the baby’s name or gender.
Ryan recently revealed that her Netflix show The Duchess, which she created and starred in, will not return for a second series because it did not secure enough views.
She only confirmed that she was expecting a baby with Kootstra while filming a live episode of her Telling Everybody Everything podcast.
Ryan showed off her bump but remained coy as she chose not to reveal her due date. She joked that by keeping her due date secret, she could avoid questions from “nosy mums” and comparisons between her bump and others.
Additional reporting by the Press Association.