In a statement O'Hara said, "We are both over the moon to add to our family."
O'Hara and Naughton are also the parents of Owen James, age three-and-a-half.
O'Hara is currently starring in Broadway's Nice Work If You Can Get It opposite Matthew Broderick through March 24. She will next be seen in the musical adaptation of Far From Heaven beginning May 8 at Playwrights Horizons.