The Strictly Come Dancing and Celebrity Big Brother star confirmed the arrival of her first child with rugby player partner Ben Cohen via a statement to Hello magazine.
"Ben and Kristina are delighted to confirm they are the parents of a beautiful baby girl," read the statement.
"They would like to thank friends and family for all their kind wishes at this happy time."
No further details such as the baby's name have been released yet.
Kristina announced her pregnancy while in the Celebrity Big Brother house in January, gathering the housemates together on day two to announce her news.
"There was something [that] happened in my life before I came into the house over Christmas … and obviously I thought it's very private news, you know, but because we are living as one family now and everybody is sort of supporting one another now, it happened to be that I found that my boyfriend and I are going to have a little one," she said.
"I found over Christmas. Thank you guys, I just didn't know how to break it, what to say, when to say, it played on my mind and I wanted everyone to hear."
A rep for Kristina said: "Kristina and Ben were surprised and delighted to find out that she was pregnant shortly before she entered the Big Brother house. Kristina is well and looking forward to being a mum."
Professional dancer Kristina met rugby player Ben when they were paired together on Strictly Come Dancing in 2013.
A tweet sent from Kristina's official account at the time said: "Words aren't enough to express our joy at @KRihanoff @RugbyBenCohen amazing news Congrats, much love & happiness."
Ben has two daughters from his marriage to ex-wife Abby.