The 39-year-old actor – best known for playing manipulative queen Margaery Tyrell in the hit fantasy TV series – and her partner David Oakes welcomed a baby girl in January.
Dormer told Dame Esther Rantzen in her That's After Life podcast: "It's the perfect thing to do during a pandemic – get pregnant, have a baby.
"I feel like I'm probably being a bit of a cliché, she’ll probably be sitting in a bar in 30 years’ time one day going, 'Yeah, I'm a COVID baby.'
"I think there's going to be lots of COVID babies because what else can people do, maybe like blitz babies?"
The Captain America: The First Avenger star met 37-year-old Oakes, also an actor, when they starred together in a production of Venus In Fur at the Haymarket Theatre in London's West End 2018.
Dormer said she was finding motherhood "an absolute joy" but admitted the sleep deprivation that came with caring for a three-month-old baby was tough.
She said: "I'm never going to complain about shooting hours ever again because sleep deprivation is something else.
"People say, 'Your whole perspective on life will change, and your whole set of value system,' and you sort of roll your eyes and go 'yeah, yeah' – and then you have one and you go, 'Oh. Wow!'
"I'm in love. I'm absolutely in love, she's a joy. Sleep has always been quite important to me – that's the only downside, but you know nature is so clever, the hormones kick in."
But Dormer confessed she was already concerned about returning to work and the idea of leaving her daughter to work long hours on a film set.
She said: "I'm going to find it very difficult, I think, you don't want to warp the childhood experience."
Watch: Talking with Nathan Lane and Natalie Dormer about Penny Dreadful
The proud parents – who met while starring in the hit HBO TV show – were pictured by Page Six walking hand-in-hand in London with Leslie carrying their new son in a baby carrier on her front.
A representative for Harington confirmed they had had a boy and are "very, very happy".
Singer Ellie Goulding is also among those to have fallen pregnant during the coronavirus pandemic and is expecting her first child imminently.
The 34-year-old Burn singer married art dealer Caspar Jopling at York Minster in 2019 and spent much of lockdown in their home in Oxfordshire.
Watch: Natalie Dormer and the GoT stars strut their stuff on the red carpet