The former world heavyweight champion took to social media to announce the arrival of the boy with the photo that had no description, and fans have not been told his name.
There were three cryptic emojis of a baby boy, a crown and the world, above the photo of the newborn.
Paris also revealed the good news on Instagram, on Thursday.
She wrote: “Our new edition. A baby boy born this morning at 7.30. Three weeks early but perfect in every way we all doing well.
“Here together with @gypsyking101 happy and healthy thank god.”
There is unlikely to be much quiet in the Fury household with the couple now having five children together.
Venezuela was their first, born in 2009, followed by Prince John James, Tyson Fury ll and Valencia Amber before the latest arrival.
Fury is in training for his next bout, with the opponent yet to be named, before the highly-anticipated rematch against WBC heavyweight champion Deontay Wilder.
The pair battled it out for a split decision draw in Los Angeles, last December, where Fury had strong spells but was knocked down twice.
Fans are keenly awaiting a rematch but the WBC confirmed this week that it will not happen next.
The WBC tweeted: “Wilder confirmed his willingness to fight the rematch, Fury will take on another fight with expectations to do a rematch at a later date.”
A stumbling block for the fight is over television rights.
Fury signed an agreement earlier this month with ESPN, that would give him exclusive rights to show his fights on its platforms in the United States, while Wilder has a long-term relationship with rival US channel Showtime.