Little Justin McCrindle, 2 pounds and 13 ounces, decided to enter the world while his mother was in the audience at the show in Chicago on Thursday afternoon.
Minutes after an ambulance left the studio with the 27-week pregnant Lori McCrindle, Justin was born.
"We're nicknaming him Harpo," the excited mom told Winfrey by phone Friday, referring to the talk show queen's Harpo Studios.
The infant is "battered and bruised" from the birth but is doing quite well, McCrindle, 34, an occupational therapist in Toronto, told the Star from Chicago's Rush University Medical Centre.
"We are just doing what we need to do – be together," she said.
McCrindle had been trying to get on the Oprah show for years.
Finally, she did, and with husband Kyle decided to spend two days in Chicago. But at the studio, her water broke.
When Winfrey learned that an audience member was in labour, she rushed backstage and found McCrindle already in the ambulance. She helped the labouring mom – already wearing an oxygen mask – through a contraction.
McCrindle was a bit upset that she couldn't sit through the show, but Winfrey extended an open invitation to return.
"Whenever you're ready, I'll fly you back, okay?" she said.