The Trainspotting star’s eldest daughter, Clara, revealed the news on her Instagram account on the 27 June.
"Welcome to the world little brother. Congratulations to my Dad & Mary - this is the greatest gift," wrote Clara, 25, alongside two pictures of her holding her newborn brother.
It is understood Winstead, 36, had not been photographed publicly with a baby bump and the couple had managed to keep the pregnancy a secret.
McGregor’s daughter Esther, 19, also shared a post on social media, revealing the baby’s name as Laurie.
Her message read: "Met my little brother looking like a pirate. I recommend!" she captioned three pictures. "Welcome to the family little Laurie."
The new arrival is the first for Winstead while the Star Wars legend shares four daughters with his ex-wife, Eve Mavrakis: Clara, Esther, Jamyan, 20, and Anouk, 10.