The Big Reunion star took to Twitter on Monday (28 December) to tell fans the happy news.
Jessica said: "The newest addition to our family, beautiful Rosie, arrived safely into the world yesterday. We couldn't be happier or more in love xxx"
Meanwhile former England cricketer Kevin shared the MOST adorable picture on his Instagram page.
Wrapping his hands in a heart shape around Rosie's tiny toes, Kevin said: "Welcome to the world to our beautiful little girl, Rosie."
Hearts melting, right?
On Tuesday (29 December) the pair took their new little bundle of joy home, a date which has extra special meaning for Jessica and Kevin.
The former Liberty X star told her Twitter followers: "On this day 8 years ago @kp24 & I got married...today we're taking our brand new baby daughter home...so incredibly happy."
How cute is that?!
Jessica tied the knot with her cricket player man at a winter wonderland themed wedding back in 2007, and they are now parents to five-year-old son called Dylan.
We bet the family can't wait to get to know their latest addition!
Take a trip down memory lane by reading Jessica's The Big Reunion On Tour blog for Reveal here.