The new arrival is the fifth grandchild for Carole and Michael Middleton and another cousin for the Duke and Duchess of Cambridge's three children, Prince George, 7, Princess Charlotte, 5, and Prince Louis, 2.
She shares a middle name with her aunt, who was born Catherine Elizabeth Middleton and her maternal grandmother, Carole Elizabeth Middleton, while her paternal grandmother is called Jane Matthews.
Pippa, 37, and her husband James, 45, a hedge fund manager, who live in west London, also have a 2-year-old son called Arthur.
The couple married at St Mark's Church in Bucklebury in May 2017 following a one-year engagement.
Pippa - who is known for her love of sport - revealed she had refused to give up one of her favourite sporting hobbies during her first pregnancy - tennis.
"I've been a tennis fan since childhood, as player and spectator, and have been keen to continue playing safely throughout pregnancy," she wrote in her Waitrose Weekend fitness column.
"Take Serena Williams - she famously proved that women can play a high level of tennis from two months [when she won the 2017 Australian Open] up to eight months."
She also revealed during that first pregnancy: "When I learned the happy news that I was pregnant I realised I needed to adjust my normal four to five-day-a-week routine and find a way of continuing my exercise safely throughout the three trimesters.
"So, the journey of pregnancy fitness began. I've noticed my body change but through exercise I feel it's being strengthened."
In September 2019, she wrote about life with a toddler. "Now that Arthur is 11 months old and more mobile, I have been trying to come up with different activities to do with him.
"I needed to find something more than just park walks in the pram. Our local baby gym has been a saving grace. It's a big space full of fun, soft objects, playmats, stairs, balls, swings, mini trampolines and more to stimulate and physically engage babies and toddlers.@
Pippa gave birth to Arthur at the Lindo Wing of St Mary's Hospital Paddington, the private maternity ward where her sister gave birth to her three children.