The Olympic medallist, 32, and her rugby playing husband Mike Tindall welcomed their first child together at Gloucestershire Royal Hospital.
Buckingham Palace has revealed their new arrival weighed 7lbs 120z. No name has been released yet.
Mike was by Zara's side at the birth.
A statement said: "The Queen, The Duke of Edinburgh, The Princess Royal, Captain Mark Phillips and Mike's parents, Mr Phillip and Mrs Linda Tindall, have been informed and are delighted with the news. The baby's name will be confirmed in due course.
"This baby is the first child for Zara and Mike, the third grandchild for The Princess Royal and the fourth great-grandchild for The Queen and The Duke of Edinburgh, and is 16th in line to the Throne."
Following in her mum's footsteps, the little girl will not have a royal title and will instead be known as Miss Tindall.
Zara's sister-in-law Autumn Phillips also chose Gloucestershire Royal Hospital to deliver her own children, with a source telling The Express recently: "It has a very good reputation and it is where Peter's wife Autumn had her two babies. She had nothing but praise for the staff and facilities and she and Peter have recommended it to her."
Zara and Mike announced their pregnancy in July 2013. They met in 2003 during England's Rugby World Cup campaign and married eight years later in Canongate Kirk, Edinburgh.
Congratulations to Zara and Mike!
Stars who have announced pregnancies in 2014 in pictures:
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