The couple already has a son named Rafael, who was born last September.
The girl was born at a private hospital in London,
reported Digital Spy.
'They are both utterly delighted at the birth. The fact they now have a girl is an added bonus -- Guy always wanted a boy and a girl,' a source said.
The 44-year-old Sherlock Holmes helmer is also a father to Rocco, 11, and adopted son David, from ex-wife Madonna.
Photograph: Ian Gavan/Getty Images