The Harry Potter star took to Instagram to reveal her newborn son - whom she has with husband Alfie Brown - has contracted the virus but is "okay and doing well".
She wrote: "I watched the news about lockdown from an isolated room in the hospital. Poor baby is Covid positive. He's okay and doing well but they are being vigilant and cautious, thankfully.
"This strain is super powerful and contagious so I do hope that people take extra care in the coming weeks. Really didn't want this to be the start of my family's new year. Really didn't want to be back in a hospital so soon after his traumatic birth."
And Jessie asked for people's prayers for her son as he fights the virus.
She added in a post on Instagram: "Once again I'm in awe of nurses and doctors. It makes me even more proud of my brother, A&E doctor @pondermed and my father, king GP @davidlloyd73.
"Please wish baby a speedy recovery. He's 9lbs 7 now so he's a stronger and bigger boy than he was when we were last in a hospital room (and the needle went into his hand with louder, more powerful screams). Love and best wishes to everyone #nhsheroes #nhs"
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Jessie welcomed her third child into the world in October after an "extreme" birth.
She wrote: "Abraham 'Bam' Benjamin... Our baby boy was born in the early hours yesterday morning just 40 mins after my water broke. Slightly extreme but so were his kicks throughout the pregnancy! This has been a very different experience to my first two births... much more humbling, terrifying and out of my control.
"We are currently in the neonatal unit but he's a strong boy and it's the safest place for him right now. The midwives (Magda & Daisy) and the doctors and neonatal nurses have been amazing (our first one to welcome us into the ward was named Rosaria and she was extremely comforting)."
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