The couple welcomed a baby girl, whom they have named Luna.
The 34-year-old announced their newest arrival on Instagram yesterday, writing: "Welcome to the world little Luna".
Missy is already mum to three-year-old son, Samual Arrow Lee, who they welcomed in 2015. The couple has been married since 2016.
The Aria award-winning musician announced she was expecting her second child back in March while onstage performing as Ed Sheeran's support act during his Australian tour.
"I wanted to write a song that kind of put the day I met Dan into a song so I could play it for our children," she said onstage.
"And on that note, I'd like to tell you guys that I'm expecting.
"This is the first time I've ever said it publicly. So there you go, that's what this little bump's doing down here."