The 16th in line to the British was born Friday at Gloucestershire Royal Hospital in western England and weighed in at 7 pounds, 12 ounces, according to Buckingham Palace.
The child's name would be released "in due course," the palace said.
Phillips' husband, English rugby star Mike Tindall, 35, was present at the birth.
Phillips, 32, formally known as Mrs. Michael Tindall, is an equestrian who won a silver medal at the 2012 Olympic Games in London. Her mother, Anne, the princess royal, is Queen Elizabeth's second of four children, and her father is retired Army Capt. Mark Phillips, a famed British equestrian.
And now for a requisite lesson in the British royal lineage: The baby girl is Phillips' first child, Princess Anne's third grandchild and the queen's fourth great-grandchild. Prince William, Phillips' first cousin, welcomed Elizabeth's third great-grandchild, Prince George, in July. Phillips' brother Peter and his wife, Autumn, have two daughters, the queen's first great-grandchildren.
The family — the queen; her husband, the Duke of Edinburgh; Princess Anne; Capt. Phillips; and Phillips' in-laws, the Tindalls — have all been informed and are said to be "delighted with the news," the palace said.
Phillips and Tindall married in July 2011 in Edinburgh, just months after William and Catherine's globally anticipated royal wedding in April.
Follow Ministry of Gossip @LATcelebs.