The Good Wife actress was wrapped up warm and looked besotted with the five-week-old, who she welcomed into the world in Paris in February.
Wearing a long grey tweed coat, scarf and leather boots, Melissa held Raphael tight, keeping him swaddled in a cashmere blanket while covering his head with a striped bobbled beanie.
The 37-year-old is currently filming Dangerous Liaisons on location in New York with Katie Holmes and Rufus Sewell.
Based on the 1988 movie with Glenn Close and Michelle Pfeiffer, the high society drama has been created by Oscar and Emmy nominee Richard LaGravense.
Melissa revealed to HELLO! that she felt an instant, "electric", connection when she first met her partner Jean-David Blanc, whom she calls JD.
The former Home and Away actress had waited until she met the right partner before having a child, and admitted that when she met JD at a BAFTA after-party she knew immediately "that he would make a great father."
Taking to motherhood quickly, Melissa, who became a household name after the success of BBC series Hunted, said: "You have to be very organised.
"Little baskets of things all over the place – one next to your bed, one next to your chair," she added.
Baby Raphael was born ten days early and she said that her delivery was the "longest in the history of the hospital", and that she was amused by the French nurses.
"They said, ‘Oh those crazy Australians are crazy! They’re so tough!’ I thought that was hilarious," she added.
Melissa dated music mogul Russell Simmons before meeting Jean-David.
You can buy the edition of HELLO! featuring Melissa George and Raphael here.