anna_lundbergs/Instagram; Taylor Hill/WireImage
The couple celebrated the birth of their second child Thursday before Lundberg announced their new addition Friday on Instagram, sharing a photo of the baby's hand holding Sheen's pinky finger.
"And just like that... there was another monkey jumping on the bed. 19.05.2022," Lundberg captioned the post.
She announced in March that she and Sheen, 53, were pregnant, sharing a photo of their hands and 2½-year-old daughter Lyra's hand resting on her baby bump.
"At these dark times, here's our little bit of light that we can share. #BabyNr2 #StillNotTheAntichrist," Lundberg wrote on Instagram at the time.
"…..it appears there may be another on the way! #AngelDelight," Sheen wrote in his own announcement on Twitter.
Sheen and Lundberg previously welcomed Lyra in September 2019, PEOPLE confirmed at the time.
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"Not a lot of people have parents that are understanding and have a respect for the arts," she said last month. "My parents are great about pushing me out and letting me fly and become the person that I want to be. To become the actor that I want to be."
"Both my parents, they would've accepted whatever I did, which is incredibly lucky to have," Lily added.