"I'm so happy," said Jones, who won five medals at the 2000 Olympic Games in Sydney. "This is the greatest thing that has ever happened to me. He's a beautiful baby and Tim and I could not be more excited."
Jones' first baby was born at a North Carolina hospital at about 10pm local time on Saturday and, although weighing in at just five pounds 14 ounces, was healthy, the American couple said in a statement.
Montgomery heard about Jones's labour in the early hours of Sunday morning in Glasgow, where he was due to compete in an international meeting for the United States against Britain and Russia, and was disappointed not to be at her side.
"We knew we'd have a fast baby, but I didn't expect him to be this fast," said Montgomery, who is travelling back to North Carolina after his son arrived a few weeks early.
The 28-year-old sprinter added: "It was very stressful for me not be right there with Marion. We just didn't think he'd come this soon. But I'm relieved to know they are both doing very well and I can't wait to see them."
The official due date was July 21 but the couple expected the child to be born earlier because athletes training through pregnancy tend to give birth ahead of the due date.
Montgomery had decided not to run on Sunday and, instead, search for ways to fly home as quickly as possible. But after sharing her joyful news with Montgomery on the telephone, Jones encouraged him to run.
Despite only getting an hour's sleep, Montgomery finished second in the 100 metres behind Briton Dwain Chambers.
After taking the next few weeks to recuperate, Jones, 27, plans to return to the track in September to prepare for the defence of her Olympic titles at the 2004 Athens Olympics.
Jones and the baby were to remain in hospital on Sunday but are expected to be released shortly.
