Kate Middleton's 34-year-old sister was last seen heading into the Lindo Wing of St Mary's Hospital, accompanied by her husband carrying an overnight bag and a baby bag.
The baby was born weighing 8lb 9oz, a spokeswoman for Pippa and James Matthews said, adding that "everyone is delighted and mother and baby are doing well."
A Kensington Palace spokesman said Prince William and Kate Middleton were "thrilled" for the couple. The news comes just one day after the Duke and Duchess of Sussex announced they are expecting their first child.
Pippa's last public appearance was at Princess Eugenie and Jack Brooksbank's royal wedding, where she wore a fitted forest green dress over an impressive baby bump.
Middleton and Matthews married in May 2017 (remember Pippa's stunning lace wedding dress?), and announced their pregnancy just over a year later.