The Queen is "delighted" with the birth of her first great-grandchild - a baby girl.
Buckingham Palace announced that the wife of the Queen's grandson Peter Phillips gave birth to a daughter yesterday.
Autumn and Peter Phillips' first child, whose name is yet to be confirmed, weighed 8lbs 8oz when she was born at Gloucestershire Royal Hospital.
A statement from Buckingham Palace read: "The Queen, the Duke of Edinburgh, the Princess Royal, Captain Mark Phillips and Autumn's family have been informed and are delighted with the news."
The baby is the first child for Mr and Mrs Phillips, the first grandchild for the Princess Royal and the first great-grandchild for the Queen and the Duke of Edinburgh. She is 12th in line to the throne.
Mr Phillips was present at the birth.
Mr Phillips, the Queen's eldest grandson, married his Canadian-born wife at a glittering ceremony at Windsor Castle in May 2008.
The son of the Princess Royal met his wife in 2003 at the Montreal Grand Prix, where they were both working.
Initially, he did not tell her that he was the Queen's grandson and she only found out when she spotted him in a programme about Prince William.
Mrs Phillips is a former Roman Catholic but was accepted into the Church of England shortly before the wedding.
Had she not changed churches, Mr Phillips would have had to give up his right to become king.
The couple faced controversy two years ago after being paid a reported £500,000 by a glossy magazine for photographs of their wedding.
The Queen and the Duke have welcomed the births of eight grandchildren since their first, Peter, was born in June 1977.
Each of their four children have two of their own, the most recent being the son of Edward and the Countess of Wessex, Viscount Severn, who was born in December 2007.
The birth of Peter and Autumn's daughter could well be the first of a number of great-grandchildren for the Queen and Duke, following the recent engagements of Prince William to Kate Middleton and Zara Phillips to Mike Tindall.
Yesterday's birth has an impact on the line of succession to the throne, with the baby moving ahead of Zara Phillips into 12th position.