In a message of thanks on the couple's 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". "She weighed 7 lbs 11 oz", a statement from the couple shared via BBC, adding, "Both mother and child are healthy and well, and settling in at home".
Whenever that happens, Archie and his younger sister will graduate from being the great-grandchildren of the outgoing monarch (Queen Elizabeth II) to the grandchildren of the reigning monarch (King Charles), meaning they'll be eligible for HRH titles.
This is the Duke and Duchess of Sussex's second child, having welcomed son Archie Harrison Mountbatten-Windsor, now two, in May 2019.
Harry and Meghan revealed they were expecting a girl during their tell-all interview with Oprah Winfrey, broadcast in March.
Meghan and Harry kept the pregnancy as private as possible, speaking just a handful of times about their daughter's impending arrival. "To have any child, any one or any two, would have been wonderful, but to have a boy and then a girl, I mean, what more can you ask for?"
"My husband and I are thrilled to soon be welcoming a daughter - it's a feeling of joy we share with millions of other families around the world", the Duchess told the audience at the event, meant to promote Covid-19 vaccine equity and gender equality.