The baby was delivered at the private Portland Hospital in central London by Caesarean section. It is believed the mother used the name 'Sophie' Hong during her stay at the hospital.
Grant - who previously dated Liz Hurley and Jemima Khan and has a reputation as a commitment-phobe - had a short-lived relationship with Miss Hong, who is Chinese and said to be an actress.
But they are no longer together. Last night his spokesman said: 'I can confirm that Hugh Grant is the delighted father of a baby girl. He and the mother had a fleeting affair and while this was not planned, Hugh could not be happier or more supportive.
'He and the mother have discussed everything and are on very friendly terms.'
The identity of the mother was not disclosed in the statement, nor were details of the couple's relationship.
However, Miss Hong - who had been living in Merton, south London - is said to have moved close to Grant's home in Fulham, south-west London. According to Westminster Register Office, the birth had still not been registered yesterday. Legally, it has to be registered by next Monday.
Grant and Miss Hong met last year and began dating in January. Their relationship is said to have petered out soon after she fell pregnant.
Last month a heavily pregnant Miss Hong was photographed strolling in London in a baggy pink and white top and a cream cardigan.
On the day that Miss Hong gave birth, the actor - who rose to fame in Four Weddings And A Funeral and is estimated to be worth £40 million - was at the Labour Party conference in Liverpool.
He even posed for a photograph with deputy leader Harriet Harman after she congratulated him for 'bravely speaking out' about the phone-hacking scandal which led to the closure of the News Of The World.
Following his trip to see the child, he headed to Scotland. On September 28, he teed off alongside professional David Howell at annual celebrity golf tournament The Alfred Dunhill Links Championship.
This was the same event at which Miss Hurley announced her engagement to cricketer Shane Warne, who proposed over dinner.
Grant spent four days at the event, although his involvement in the tournament ended after three rounds.
But some questioned his decision to go to the tournament so soon after the birth.
One source close to Grant was reported to have told a US website last night: 'He's going to be a great dad! He's beaming about his daughter. He's not with the mum any more but he's absolutely thrilled.'
On September 23, three days before the birth, he seemingly hinted at his impending fatherhood when he Tweeted: 'Recently, in my life, everything is beautiful! I'm happy.'
Four years ago Grant told glossy magazine Vogue he was ready to be a father, saying: 'As much as I adore myself, I'm quite keen to find someone else to care about more. I remember reading a Warren Beatty quote when he finally had children and said what a relief it was not to be all me, me, me.'
At the beginning of last year, Grant told a Spanish TV show: 'I have some resolutions like losing some pounds. I also need to get married and have children. I need a new house.'
And in September last year he said he 'should settle down' and that he wished he had children.
He also revealed he was attracted to Chinese women after a visit to the country last year where he had "fallen in love four times" in 24 hours.
Grant - who has never married - has starred in films including About A Boy and Notting Hill.
In 1995, he starred alongside Julianne Moore in the film Nine Months, which told the story of a commitment-phobe who finds out his long-term girlfriend is pregnant.
The actor dated Miss Hurley, now 46, for 13 years before they split in 2000, five years after he was caught cheating with Hollywood prostitute Divine Brown.
He and socialite Miss Khan, now 37, then dated for three years from 2004.
- Daily Mail