The couple, who are already parents to daughter Nell, 1, posted the news to Instagram on Saturday night.
“Our beautiful early bird Nora Belle Jewitt,” they wrote in the caption for the video that was shared by both of their Instagram accounts.
“Born 27 May 2022, a sister for our gorgeous little Nell Sophia,” the caption continued.
The video showed a selection of images and short clips from the days and hours after Nora’s birth, including Nell meeting her baby sister for the first time.
Fellow Love Island star, Amber Davies, commented on the post, writing: “Just amazing, congratulations!! What gorgeous names together Nell & Nora xxx.”
Fans were also quick to comment on the post, with one writing: “This is by far my favourite Love Island story. Congratulations to you all.”
Another added: “Best thing to come out of Love Island! As a 59 Yr old grandma I loved your love story, how well matched you are.... And now 2 beautiful daughters!”
While a third said: “Oh look at Nell, such a happy proud big sister. What a beautiful family xx.”
Thurlow and Jewitt, both 32, met on season three of the reality TV show in 2017 and placed as runners up in the final episode. They remain as the only couple from that season who are still together.
The pair married last year, and Thurlow wore a floor-length ivory fishtail gown accompanied by a matching pearl purse, while the groom wore a dark-grey suit.
They announced on Instagram in December that they were expecting their second child.
The Christmas-themed clip had the caption: “We had an early gift this year and we couldn’t be more grateful… three soon to be four, June 2022.”