The actress, best known for her role as Lavender Brown in the film adaptations of the hit books, said her son is now in the neo-natal unit.
Sharing a photo of herself cradling the new arrival in a hospital bed, she wrote on Instagram: “Abraham “Bam” Benjamin. Our baby boy was born in the early hours yesterday morning just 40 mins after my waters were broken.
“Slightly extreme but so were his kicks throughout the pregnancy!"
“This has been a very different experience to my first two births… much more humbling, terrifying and out of my control," she continued.
“We are currently in the neo natal unit but he’s a strong boy and it’s the safest place for him right now.
“The midwives (Magda & Daisy) and the doctors and neo natal nurses have been amazing (our first one to welcome us into the ward was named Rosaria and she was extremely comforting).
“Thank you for all the cosmic well wishes. Thank you to @alfiebrowncomedian for being so wonderful (again) and taking this picture in the seconds after he was born and just moments before he was wheeled away out of our arms… honestly one of the hardest moments of my life…. hopefully he will be with us soon and it will be even more perfect.
“And BIG LOVE AND RESPECT for all the mothers who’ve experienced the neonatal unit before us, along with us.”
Cave and her partner, comedian Alfie Brown, are already parents to Donnie, five, and Margot, three.