The girls, Eden and Savannah, are the couple's first children.
"Mother and babies are all doing well," said Cross's rep, Heidi Slan.
Although Cross, 44, was put on bed rest as a precautionary measure, she continued to work by having the "Housewives" set come to her and shoot in her own bedroom, which was painted to resemble the bedroom of her character, Bree Van De Camp.
Cross and Mahoney, 49, a stockbroker, married in June 2006 in San Gabriel, Calif., after dating for more than a year.
Cross received an Emmy nomination for playing the tightly wound Bree Van de Kamp on "Desperate Housewives."