"We are absolutely thrilled. She is an unbelievably beautiful girl. I am a very proud Dad. Both baby and Mum seem to be doing very well. It was very exciting, we were on holiday, thought we were going to get through the holiday and then have a baby, and then it just seemed to kick off a bit quickly," said David Cameron.
The baby was born a few weeks earlier than expected, while the PM and wife, Samantha, were on holiday in Cornwall, southwest England.
The couple have two other children, Nancy and Arthur, born in 2004 and 2006 respectively. Their eldest son, Ivan, died in Feb 2009 aged six. He had suffered from cerebral palsy and severe epilepsy.
The baby has not yet been named, however, bets were already being taken as to the name of the new addition to the Prime Minister"s family. David Cameron told that they were in the process of picking names and that one name could have a link with Cornwall.
The baby is only the second in over 150 years to be born into a serving Prime Minister"s family, the previous one being Leo, born to Cherie Blair, wife of Tony Blair in May 2000, while her husband was Prime Minister.