The actress – who plays Eva Price – was joined by fiancée Tom Pitfield at the Palace Theatre Manchester for a preview of Jesus Christ Superstar on Monday (13 April).
Catherine and Tom welcomed their son Alfie on 18 March.
They announced their baby's birth via Twitter, with Catherine saying: "We made a wish and you came true. Welcome Alfie James Pitfield. We love you beyond words."
Tom later told Catherine: "You made me the happiest man in the world. Thank you." Aww!
The couple announced the pregnancy in August, and just two months later confirmed it would be a baby boy.
And in a double burst of excitement, the baby news came just a week before Catherine revealed she was engaged to fitness trainer Tom. They met at a country club where Catherine was doing gym sessions and Tom was working as a trainer.