The 42-year-old actress kept warm in a fluffy camel coat and navy cap while pushing her new born baby in a stroller.
Meanwhile, the 49-year-old Walking Dead star bundled up in a black peacoat over a hoodie with baseball cap.
Diane and boyfriend Norman welcomed their first child together earlier in the month. And the couple have kept details of their baby under wraps.
The night before (November 28), Diane and Norman were photographed smooching and wrapping their arms around each other while heading to a charity art auction at the 24th Annual ARTWALK NY at Spring Studios.