Stephen, 42, already has two children, 12-year-old son Billy and 10-year-old daughter Lilac, from previously relationships.
The couple met on the set of True Blood in 2007 and married in Malibu, California, three years later.
Anna has previously admitted she doesn’t find it strange having to shoot sex scenes with her spouse for the racy TV vampire drama.
She has said: “Maybe it should be weird, simulating sex with your husband in front of people. But it’s really not.
“When it’s a love scene with someone you actually love it’s not, ‘Can I touch him here, can I touch him there?’ You know what your boundaries are, or aren’t I suppose.”
The actress is openly bisexual and has previously admitted she has to deal with a lot of prejudice because she is attracted to both men and women.
Anna said: “Frankly no one had ever asked me about being bisexual before. There is a lot of prejudice against us but the more people talk about it, the less of a deal it will be.
“Who people choose to sleep with or spend their lives with shouldn’t matter, not that anyone particularly cares who I’m attracted to.”
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