New father James, 43, was pictured pushing their six-day-old infant son in a pram as they headed for a stroll near their west London home on Sunday.
The couple brought also their two dogs, a Labrador and a Cocker Spaniel, on the family outing in Chelsea, according to the MailOnline.
Pippa gave birth to the baby boy last Monday at the Lindo Wing of St Mary's Hospital, Paddington.
He was born weighing 8lbs and 15oz.
“Everyone is delighted and Mother and baby are doing well," said a spokesman for Pippa.
She said: "James and Pippa have had a baby boy.
"He was born Monday 15th October at 1.58pm, weighing 8lb and 9oz. Everyone is delighted and mother and baby are doing well."
The new parents married in May 2017 and announced that they were expecting in June 2018.
Pippa, 35, is the younger sister of the Duchess of Cambridge, Kate, who married Prince William in 2011.
She was her elder sister's maid of honour during her wedding.
As well as being in the limelight due to her sister, Pippa has regularly contributed to magazines and newspapers as a columnist.
She was seen going into hospital on Monday at around 10.30am.
The birth of her child came just hours after Prince Harry, her sister's brother-in-law, and his wife Meghan, the Duchess of Sussex, announced news they are expecting a child in spring 2019.
Kensington Palace said in a statement: “The Duke and Duchess of Cambridge are thrilled for Pippa and James."
The Duke and Duchess are on a tour down under and have been attending engagements in Sydney.