Princess Beatrice and her husband Edoardo Mapelli Mozzi have named their daughter Sienna Elizabeth.
In a statement, the couple said: “We are all doing well and Wolfie is the best big brother to Sienna.”
The Queen’s granddaughter welcomed her first child, weighing 6lb 2oz, at 11.42pm at Chelsea and Westminster Hospital on 18 September.
Beatrice is stepmother to her husband’s son, Wolfie, from a previous relationship.
She tweeted the name of the newest addition to the Royal Family alongside a picture of Sienna’s footprints.
Posting images of a baby’s feet has become a popular way of celebrating a new son or daughter.
The Duke and Duchess of Sussex followed the trend in 2018 when they published a photo of son Archie’s feet being cradled.
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The princess and property tycoon Mr Mozzi married in 2020 in a secret lockdown wedding after their planned ceremony was postponed because of the pandemic.
The baby, who is 11th in line to the throne, is the Queen’s 12th great-grandchild, and the second to be born since the Duke of Edinburgh’s death, following the arrival of the Sussexes’ daughter Lilibet in June.
The first 10 places remain the same, with the new addition entering the line of succession below Beatrice and above Eugenie, who has moved to 12th.
The Queen’s great-grandchildren are: Savannah and Isla Phillips; Prince George, Princess Charlotte and Prince Louis of Cambridge; Mia, Lena and Lucas Tindall; Archie Mountbatten-Windsor and his sister Lili; August Brooksbank; and Princess Beatrice’s new arrival.
The Cambridge’s children call their great-grandmother the Queen Gan-Gan, and the monarch always leaves a small gift in her great-grandchildren’s rooms whenever they come to stay.
Beatrice is the eldest daughter of the Duke of York and his ex-wife Sarah, Duchess of York, with the baby being their second grandchild.
Beatrice’s younger sister, Princess Eugenie, gave birth to a boy named August earlier this year.
Beatrice, who is not a full-time working royal, is vice president of partnerships and strategy at Afiniti, an artificial intelligence software firm.
She has a number of royal patronages including the Forget Me Not Children’s Hospice, the Teenage Cancer Trust and the Helen Arkell Dyslexia Centre.
In August, she spoke of how her own dyslexia was a “gift” because it has offered her different skills in life and that her own child or her “bonus son” Wolfie would be lucky if diagnosed with it.