But what did the couple name her? Here's the latest…
When was Zara Phillips' baby born?
It has been confirmed that Zara gave birth to a little girl weighing 9lb 3oz on June 18, at the Stroud Maternity Unit.
Buckingham Palace said in a statement: "Mrs Michael Tindall was safely delivered of a baby girl on 18th June, at Stroud Maternity Unit. Mr Tindall was present at the birth.
"The Queen, The Duke of Edinburgh, The Princess Royal, Captain Mark Phillips and Mike's parents, Mr Philip and Mrs Linda Tindall, have been informed and are delighted with the news."
Zara and Mike's second child is 19th in line to the throne.
Zara, an accomplished equestrian and Olympic silver medallist, is wed to former rugby star Mike Tindall, 39, who she married in 2011.
The sporting couple met during England's Rugby World Cup-winning campaign in Australia in 2003.
They were introduced to each other in a bar in Sydney by Zara’s cousin Prince Harry.
In 2010 they announced their engagement and married on July 30 2011.
Their first child, daughter Mia, was born in January 2014.
What have Zara and Mike named their second daughter?
It was announced on June 27, 2018, that Zara and Mike named their daughter Lena Elizabeth.
The name is thought to be a touching tribute to Zara's grandmother Queen Elizabeth.
Lena, like her sister and mother, will not have a royal title and will just be known as Miss Tindall.
Do Zara Phillips and Mike Tindall have other children?
Proud parents Zara, 37, and Mike are also mum and dad to daughter Mia Grace Tindall, three.
Zara's pregnancy confirmation came a year after tragically losing their second child in December 2016 just weeks after announcing she was expecting a sibling for three-year-old daughter Mia.
The baby is the Queen and Prince Philip's seventh great-grandchild and a second cousin to Prince George and Princess Charlotte (who call the Queen "Gan Gan") as well as the latest arrival Prince Louis who was born on April 23, 2018.
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