Duke and Duchess of Sussex, Prince Harry and Meghan Markle, have announced the arrival of their daughter.

UK Metro reported that the baby was named Lilibet Diana Mountbatten-Windsor after her great-grandmother.

She will also be known as Lili for short, after the royals’ family nickname for the Queen.

The couple welcomed baby Lili on Friday at about 11.40am at Santa Barbara Cottage Hospital in California.

Report said Lili weighed 7lb 11 oz.

Announcing the delivery with “great joy”, a statement from the couple’s press secretary said that “both mother and child are healthy and well, and settling in at home.”

Lili who is also named Diana in honour of her late grandmother, the Princess of Wales, is the second child of the couple, after the birth of two-year-old Archie Harrison Mountbatten-Windsor.

The statement said: “On June 4th, 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 Duke and Duchess thank you for your warm wishes and prayers as they enjoy this special time as a family.”

Photos of baby Lili have not yet been released to the public.