The Duchess of Cambridge's sister gave birth at 4.22am this morning.
The little girl, weighing 6lbs 7oz, has been named Grace Elizabeth Jane.
The name is thought to be a tribute to her grandmothers - Carole Elizabeth Middleton and Jane Matthews, and there may also be a little nod to the Queen.
A source told Hello magazine :"Mother and baby are doing well.
"She's perfect, everyone is overjoyed at such a happy arrival."
James, 45, and Pippa, 37, already have a son, two-year-old Arthur.
Little Grace is a new cousin for Prince George, Princess Charlotte and Prince Louis.
Pippa welcomed Arthur at the Lindo Wing in Paddington, where Kate had all three of her children, however it's not known if she returned there for her second birth.
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