Turner, who was born and raised in the UK, gave birth in Los Angeles, California.
Their chosen name, "Willa", actually has a Game of Thrones connection, with two different characters sharing the name across the show's eight seasons.
In season 5 of the show, Willa is a young wildling girl who flees from the Free Folk village of Hardhome to Castle Black. She features in two episodes – "Hardhome" and "The Dance of Dragons" – according to the Game of Thrones Wiki.
A second character named Willa appears in the show's final season, in the episode "The Last of the Starks".
Reports began circulating in February that Turner, 24, and Jonas, 30, were expecting. Neither party confirmed the Game of Thrones star's pregnancy.
The actress and the musician began dating in 2016, but did not make their red carpet debut for another two years. Turner revealed that they were engaged in 2017 with a simple Instagram photo of her sparkler.
She later told Elle that she thought he was "a d**k" before meeting him, but the duo became "inseparable" after their first date at a low-key Camden bar.
The couple married for the first time in May 2019 with a surprise ceremony in Las Vegas, complete with an Elvis Presley impersonator. They tied the knot again with a more formal ceremony at Chateau de Tourreau in Sarrians, France, the following month.
Willa is the latest addition to the Jonas family, as Joe's brother Kevin and his wife Danielle share two daughters together, Alena Rose, 6, and Valentina Angelina, 3.
The third Jonas Brothers band member Nick Jonas married Priyanka Chopra in 2018, but they do not have any children.
