The couple welcomed their child Lilibet "Lili" Diana Mountbatten-Windsor at Santa Barbara Cottage Hospital in Santa Barbara, California, a spokesperson said Sunday.
Her first name, Lilibet, is a nod to a nickname for her great-grandmother, Queen Elizabeth II. Her middle name honours her grandmother and Harry's mother. The baby is eighth in line to the British throne.
"She is more than we could have ever imagined, and we remain grateful for the love and prayers we've felt from across the globe. Thank you for your continued kindness and support during this very special time for our family," the couple, also known as the Duke and Duchess of Sussex, wrote in a statement issued along with the announcement.
No photos of the newborn or the Sussexes accompanied the announcement. The couple has said that in lieu of gifts, they request those interested learn about or support nonprofit organisations working for women and girls like Girls Inc., Harvest Home, CAMFED or Myna Mahila Foundation.
Harry and Meghan Markle - formerly an actor - married at Windsor Castle in May 2018. Their son Archie Harrison Mountbatten-Windsor was born a year later.
Meghan has revealed that she had a miscarriage in July 2020, giving a personal account of the traumatic experience in hope of helping others.
Despite leaving royal duties, Harry's place in the order of succession to the throne remains.
The Queen, Prince Charles, Prince William and his wife Kate are delighted with the news of the birth, Buckingham Palace said in a statement.