It's not yet known when Harry and Meghan will release the first photo of Lili. When Archie was born in 2019, they waited two days before presenting him to cameras inside Windsor Castle's St George's Hall.
"It's magic. It's pretty amazing. I have the two best guys in the world so I'm really happy," Meghan told reporters at the time.
"He has the sweetest temperament; he's really calm," she said about Archie, before Harry joked: "I don't know who he gets that from."
Two hours after the photo shoot, the couple released three photos on their Instagram account @sussexroyal.
Harry and Meghan's statement about Lili
Harry and Meghan released a statement about their daughter's birth on their Archewell website.
"On June 4th, we were blessed with the arrival of our daughter, Lili," they wrote. "She is more than we could have ever imagined, and we remain grateful for the love and prayers we've felt from across the globe. Thank you for your continued kindness and support during this very special time for our family."
They also revealed Lili was "named after her great-grandmother, Her Majesty The Queen, whose family nickname is Lilibet".
"Her middle name, Diana, was chosen to honour her beloved late grandmother, The Princess of Wales," they added.