Zara Phillips has given birth to a girl at Gloucestershire Royal Hospital.
Her husband - former England rugby player Mike Tindall - was present at the birth, a statement from Buckingham Palace has said. The weight of the baby was 7lbs 12oz.
A statement from Buckingham Palace reads: "The Queen, The Duke of Edinburgh, The Princess Royal, Captain Mark Phillips and Mike’s parents, Mr Phillip and Mrs Linda Tindall, have been informed and are delighted with the news. The baby’s name will be confirmed in due course.
"This baby is the first child for Zara and Mike, the third grandchild for The Princess Royal and the fourth great-grandchild for The Queen and The Duke of Edinburgh, and is 16th line to the Throne."
More top news
Showers across parts of Wales and southern England on Saturday will be heavy at times.