Video report by ITV News Royal Editor Chris Ship
The Duke and Duchess of Sussex have announced the birth of their second child, Lilibet “Lili” Diana Mountbatten-Windsor, who was born on Friday.
The couple's media firm Archewell released a statement, saying Meghan Markle gave birth on Friday, June 4 at 11:40 am "in the trusted care of the doctors and staff at Santa Barbara Cottage Hospital in Santa Barbara, California."
Both mother and baby are "healthy and well", the statement said, with the pair now "settling in at home".
Baby Lilibet is named after her great-grandmother, Her Majesty The Queen, whose family nickname is Lilibet, the statement said.
Her middle name, Diana, was chosen to honor her beloved late grandmother, The Princess of Wales.
Lilibet - a younger sister for the Sussexes' two-year-old son Archie Mountbatten-Windsor - weighed 7lbs 11oz.
The Queen, the Prince of Wales and the Duchess of Cornwall, and the Duke and Duchess of Cambridge are "delighted" with the news, Buckingham Palace said.
The Prince of Wales and the Duchess of Cornwall also shared congratulations on Twitter, with a post on their official account reading: "Congratulations to Harry, Meghan and Archie on the arrival of baby Lilibet Diana. Wishing them all well at this special time."
In a message of thanks from Meghan and Harry on the Archewell website they said: "On June 4, we were blessed with the arrival of our daughter, Lili.
"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 have asked anyone wishing to send a present to support organisations working for women and girls instead.
A message on the Archewell website reads: "For those inquiring on sending gifts, we would ask that you support or learn more about these organisations working for women and girls: Girls Inc., Harvest Home, CAMFED or Myna Mahila Foundation."
Prime Minister Boris Johnson was among those giving best wishes to the royal couple, writing on Twitter: "Many congratulations to The Duke & Duchess of Sussex on the birth of their daughter."
Harry and Meghan revealed they were expecting a girl in March during their explosive tell-all interview with Oprah Winfrey.
The new baby is the Queen's 11th great-grandchild - the first of the monarch and Philip's great-grandchildren to be born since the death of the duke in April.
The new baby will be entitled to be a princess and Archie a prince - both with HRH styles - after the death of the Queen and when Charles becomes king.
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This is because they will have moved up the line of succession to become the children of a son of a monarch.
Despite Harry and Meghan quitting as senior working royals, the baby still has a place in the line of succession.
She is eighth in line to the throne, coming after Archie, who is seventh in line, and before the Duke of York, who has dropped to ninth place.
Lilibet is the latest of the Queen's great-grandchildren to be born in 2021, following the birth of Princess Eugenie's son August in February and Zara Tindall's Lucas in March.
And Princess Beatrice is expecting her first child, who will be the Queen's 12th great grandchild, in the autumn.