CORRECTED: Alaska's 1st female governor gives birth to son

(Corrects placeline to Anchorage, Alaska instead of Alabama.)

ANCHORAGE, Alaska (Reuters ) - Alaska Gov. Sarah Palin gave birth to a baby boy early on Friday, becoming the second U.S. governor to have a baby while serving in office.

Palin's labor began on Thursday, about a month early, while she was attending a Republican Governors' Association meeting in Grapevine, Texas, said spokeswoman Sharon Leighow.

Palin, the first woman to serve as Alaska governor, was able to deliver a keynote luncheon address on Alaska energy issues on Thursday before flying back to Anchorage and delivering the baby on Friday morning, exactly a month before her due date, Leighow said.

The baby, named Trig Paxson Van Palin, is the fifth child for Palin and her husband, Todd.

The Palins knew through prenatal testing that "he would face special challenges, and we feel privileged that God would entrust us with this gift and allow us unspeakable joy as he entered our lives," the Republican governor said in a statement.

Jane Swift, who was acting governor of Massachusetts at the time, had twin girls in 2001.

(Reporting by Yereth Rosen; Editing by Dan Whitcomb and Peter Cooney)