"On June 4th, we were blessed with the arrival of our daughter, Lili", they say. "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", Harry and Meghan said in a statement.
The Queen is said to have started calling herself Lilibet after she couldn't pronounce "Elizabeth" as a child, and her parents and grandparents began using it affectionately from then on. The baby is the eighth in line to the British throne. According to a report in US Weekly, a source told the news portal that Prince William and Duchess Kate were "informed about the birth and have sent Lilibet a gift".
Meghan Markle, pictured in 2019, has given birth to daughter Lilibet "Lili" Diana. Both mother and child are healthy and well, and settling in at home. Her middle name is in honor of her grandmother and Harry's mother.
Angela theorised that Harry and Meghan - who now live in California after stepping back as senior royals in January 2020 - might be "ditched" from the family altogether.
Like her two-year-old brother Archie, Lili will use the surname Mountbatten-Windsor.
The little girl was born just days before what would have been Prince Philip's 100th birthday.
The Sussexes announced that their second child would be a girl in a tell-all interview with Oprah Winfrey in March.
Harry's relations with his family have reportedly deteriorated after his criticism of royal family members including his father Prince Charles.
Meghan had previously disclosed that she suffered a miscarriage last summer in a moving opinion piece for the New York Times.
One local schoolchild asked the duchess if she'd name the baby Amy if it were a girl, to which she replied, "That's a really pretty name, I like it". The Royal Family said the issue would be addressed privately. "We've got, you know, the four of us and our two dogs".
"For example, the two children of the Queen's youngest son, Prince Edward, Earl of Wessex, are eligible to have the titles of His or Her Royal Highness but they are instead styled as the children of an Earl-Lady Louise and James, Viscount Severn-rather than holding royal titles".