Prince Harry and Meghan, The Duke and Duchess of Sussex, announced on Sunday that they had welcomed a daughter and named her after Queen Elizabeth and Princess Diana.
Lilibet “Lili” Diana Mountbatten-Windsor was born on Friday, June 4 in Santa Barbara, California.
"Both mother and child are healthy and well, and settling in at home," the Sussexes said in a statement.
"Lili is named after her great-grandmother, Her Majesty The Queen, whose family nickname is Lilibet. Her middle name, Diana, was chosen to honour her beloved late grandmother, The Princess of Wales," the statement added.
This is the couple's second child. They also have a two-year-old son named Archie Harrison Mountbatten-Windsor. They married at Windsor Castle in May 2018.
Meghan and Harry have been heavily scrutinised in recent weeks following an interview that they did with Oprah Winfrey where they revealed explosive details of life as part of the British royal family.
In one of many revelations, Harry and Meghan said there had been questions about how dark their son's skin colour would be before his birth.
Meghan, a former American actor, revealed that she was having suicidal thoughts when she was a working member of the royal family.
The interview came a little over a year after the two stepped down as senior royals, moving from the UK to North America.