Dormer shared the news on friend Esther Rantzen's That’s After Life podcast.
"It's the perfect thing to do during a pandemic -- get pregnant, have a baby," the actress joked. "I feel like I'm probably being a bit of a cliché, she’ll probably be sitting in a bar in 30 years' time one day going, 'Yeah, I'm a COVID baby.'"
For now, Dormer said her baby girl is an "absolute joy."
"She's just three months and she's an absolute joy, I'm never going to complain about shooting hours ever again because sleep deprivation is something else," she shared. "People say, 'Your whole perspective on life will change, and your whole set of value system' and you sort of roll your eyes and go 'Yeah, yeah' -- and then you have one and you go, 'Oh. Wow!'"
"I'm in love. I'm absolutely in love, she's a joy. Sleep has always been quite important to me -- that's the only downside, but you know nature is so clever, the hormones kick in," she continued.
Dormer, known for playing Anne Boleyn on The Tudors and Margaery Tyrell on Game of Thrones, said that she thought working in film or TV might be challenging with a baby, so she's hoping she may be able to instead find work in theater.
"People in the industry that I'm in do lean on nannies and they do that for a reason so that they can take children with them," she said. "But, I mean for me, this is the perfect time to go back to the stage, because then I could be with her all day."
"But with COVID, who knows when that will happen. I really feel for our theaters around the country, there’s hard times," she noted.
Dormer and Oakes met while working on the West End play Venus in Fur in 2019. See more on stars who are expecting in the video below.