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Autumn Phillips -- the Canadian wife of the monarch's oldest grandson, Peter -- gave birth Wednesday to an 8-pound, 8-ounce baby girl at Gloucestershire Royal Hospital.
"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 palace said in a statement. "The baby's name will be confirmed in due course."
Andrew Milligan, PA
Peter and Autumn Phillips are the new parents of a baby girl, making Queen Elizabeth II a great-grandmother for the first time.
Peter, who heads up the Royal Bank of Scotland's sports sponsorship division in Hong Kong, is the only son of the Princess Royal, Princess Anne, and her first husband, Mark Phillips. Peter married Montreal-born Autumn in May 2008 at Windsor Castle.
Autumn, a former actress, model and management consultant, gave up her Roman Catholic faith shortly before the wedding and joined the Church of England. According to the monarchy's rules of succession, Peter would have had to renounce his right to become king if he married a Catholic.
He is currently 11th in line to the throne, one place ahead of his newborn daughter.
The arrival of the baby girl caps off a year of good news for Britain's royal family, coming just weeks after the engagement of Prince William to Kate Middleton, and Peter's sister, Zara Phillips, to England rugby player Mike Tindall.
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