Pippa, 38, and James, 46, are already parents to Arthur, born in October 2018, and Grace, who arrived in March 2021.
Their new baby girl is thought to have arrived a few weeks ago, a month after Pippa proudly saw her tummy appear in a flowing green dress at the Party at the Palace platinum anniversary concert.
Kate’s younger sister gave birth in the Lindo wing of St Mary’s Hospital in London, the same place George, Charlotte and Louis were born, PEOPLE magazine reported.
There is no word yet on the name of their new arrival.
This new baby will be a fifth cousin to the Cambridge kids, alongside Pippa’s older kids and Harry and Meghan’s kids Archie, three, and Lilibet, one.
She will also be the sixth grandchild to Carole and Michael Middleton.
Carole Middleton told Good Housekeeping about being a grandmother, “I want to run down the hills, climb the trees and go through the tunnel into the playground.
“As long as I can, I will. I cook with them, I mess around dancing, we go on bike rides.”
A source revealed that the Middleton clan will soon be much closer together as Pippa and James are reportedly planning to move their family to a village near Bucklebury, in Berkshire, to a property believed to be worth £15 million.
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Pippa and James Matthews were married in May 2017 at St Mark’s Church in Englefield, also in Berkshire.
Many royals attended the wedding, including Prince Harry, Princess Beatrice and Princess Eugenie.
Pippa is normally seen at Wimbledon every year, but missed the tournament this summer due to her pregnancy.