Peter announced the exciting news this morning (8 January) after telling his son Junior and daughter Princess about their new sister.
The Australian pop star says he and Emily are "thrilled" following their baby's birth at Musgrove Park Hospital in Taunton, Somerset.
In a statement, Peter revealed: "Now that I have had the opportunity to tell Junior & Pringles, we are very happy to announce the safe arrival of our beautiful baby girl:)
"We are extremely thrilled and mum and bubba are doing fine. We are looking forward to a nice quiet couple of weeks getting to know our baby."
Peter added: "Thanks to everyone at Musgrove Park Hospital :)))"
Last year, during an episode of Peter Andre: My Life, Emily admitted that she wanted a baby girl while Peter was hoping for a boy.
In a recent interview, however, Emily admitted: "I know how to deal with boys because I grew up with four brothers."
We'll sure you'll be just fine, Emily. Congratulations!
Peter Andre and Emily MacDonagh: Their relationship from the beginning