Meghan 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 The Duke of Sussex in attendance.

Her middle name is in honour of her grandmother and Harry's mother.

The birth follows a tumultuous year for the couple, who have stepped down from royal duties and moved to the United States to live more independent lives.

"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 posted on their Archewell website.

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

Their press secretary said both mother and daughter are doing well and are back at home.

Meghan and Harry have rarely been out of the media spotlight since they gave an explosive interview to US talk show host Oprah Winfrey in February, before Harry would later head to the UK to attend the funeral of his grandfather, the late Duke of Edinburgh.

Lilibet is The Queen's 11th great grandchild and eighth in line to the British throne. 

Reuters