Meghan, Britain's Duchess of Sussex has given birth to her second child, a baby girl, who she and husband Prince Harry have named after Queen Elizabeth and his late mother Princess Diana.

Lilibet 'Lili' Diana Mountbatten-Windsor was born on Friday at the Santa Barbara Cottage Hospital in California, with Harry in attendance.

"On June 4th, we were blessed with the arrival of our daughter, Lili. 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," Harry and Meghan said in a statement.

"Thank you for your continued kindness and support during this very special time for our family."

Their press secretary said both mother and baby were doing well and were back at home.

Their first child, Archie, was born in 2019.