Penelope Cruz, 37, is on the cover of Vogue's latest issue, and look at that post-baby bod!

The actress opens up for the first time about her son with husband Javier Bardem, 42 -- baby Leonardo! She revealed that she discovered she was pregnant right before filming for Pirates of the Caribbean: On Stranger Tides started. She said she felt protected by her co-star and friend, Johnny Depp (the two also starred in 2001's Blow) during filming.

    “I was pregnant and a pirate. A beautiful experience.”

In fact, Cruz was so overcome with joy that she broke into tears!

    “This [crying] has never happened to me. This is really funny. I’m sorry. It’s unexpected. From the first second, you feel so much love. It is a revolutionary experience. That’s the best way I can describe it. It transforms you completely, in a second. Nature is very wise and gives you nine months to prepare, but in that moment — when you see that face, you are transformed forever."

Cruz even brought baby Leonardo to one of the photo shoots. The pics were taken by Mario Testino, who shot Prince William and Kate Middleton's engagement photos. Cruz is very protective of Leonardo -- he has never been seen in public.

    “I want my son — and my kids if I have more — to grow up in a way that is as anonymous as possible. The fact that his father and I have chosen to do the work that we do doesn’t give anybody the right to invade our privacy.”

See our gallery below for all the pictures of Penelope in Vogue. Cruz also opened about her favorite guilty pleasure ... see what it is after the jump!