Chloe wrote on Instagram: "We are delighted to welcome to the world our daughter. We are utterly besotted and beaming with pride. Our baby girl was born Wednesday morning, 10/08/22, 8.36am."
She shared a black and white image of a baby's hand.
The couple are expected to reveal their daughter's name in an exclusive interview with OK! magazine.
Good Morning Britain presenter Richard Madeley, 65, said on the show last week: "My daughter Chloe is ready to pop.
"She is ready to pop any second now. She is really well and everything is going well."
It is the second grandchild for Richard, who already has a grandson Kit, born in 2018 to son Jack and his wife Issy.
Finnigan, 74, has twin sons from her first marriage and already has two granddaughters aged nine and four.
Chloe is a TV presenter and fitness influencer, hosting The Bodcast with Chloe Madeley as part of her career as a personal trainer.
She married former England rugby union player Haskell, 37, in 2018.
Haskell retired from rugby in 2019. He appeared on jungle reality show I'm A Celebrity... Get Me Out Of Here! later the same year.
Despite signing up to compete in MMA (mixed martial arts) in 2019 he eventually gave up the sport in 2021 due to various rugby injuries and having had spinal surgery.
In July Chloe revealed she had suffered fainting spells during her pregnancy.
She wrote on Instagram: "I wish I'd taken the first sniff of dropping iron levels more seriously and fully overhauled my diet and supplement/medication approach, instead of thinking some [iron supplement] Spatone and Vit C in the mornings would sort me right out.
"If I had, I would have avoided a lot of scary moments, like fainting on/in various modes of transport, and generally feeling like I can't breathe. As well as looking like a goth."
The couple announced her pregnancy in February, with Haskell appearing alongside father-in-law Richard Madeley on Good Morning Britain to break the news.
The couple confirmed they were expecting a baby girl by posting a picture of Judy Finnigan and a pink babygrow.
Watch: Richard Madeley on the death of Olivia Newton-John