Prince Charles and Camilla were also included in the joint statement announcing that they had been informed of the news.
A Buckingham Palace spokesperson said: “The Queen, The Prince of Wales & The Duchess of Cornwall, and The Duke & Duchess of Cambridge have been informed & are delighted with the news of the birth of a daughter for The Duke and Duchess of Sussex.”
The Duke and Duchess of Sussex named their daughter Lilibet Diana, after the Queen and Princess Diana.
She was born at 11.40am at Santa Barbara Cottage Hospital weighing 7lbs 11oz.
A statement from the couple’s press secretary said: “It is with great joy that Prince Harry and Meghan, The Duke and Duchess of Sussex, welcome their daughter, Lilibet “Lili” Diana Mountbatten-Windsor, to the world.”
The child will be known as Lili and is named after the Queen’s sweet family nickname.
It was first used when Princess Elizabeth was just a toddler and unable to pronounce her own name properly.
Her grandfather King George V would affectionately call her Lilibet, imitating her own attempts to say Elizabeth.
Baby Lili is eighth in line to the throne after her elder brother Archie.