The 35-year-old tennis star, whose partner is Reddit co-founder Alexis Ohanian, was admitted to the St Mary’s Medical Center in West Palm Beach on August 30.
Serena Williams said last month she was planning to return to tennis for the Australian Open in January.
Congratulations have been pouring in from sports stars and celebrities.
News of the birth came as her sister Venus Williams prepared to go out on court at the US Open.
“Obviously I’m super-excited,” Venus Williams said.
“Words can’t describe it.”
Serena Williams and Alexis Ohanian are yet to confirm the birth themselves but Serena’s coach, Patrick Mouratoglou, tweeted: “I am so happy for you and I feel your emotion.”
He added: “Btw … I wish you a speedy recovery… we have a lot of work ahead of us.”
Serena Williams admitted she had revealed her pregnancy to the world in April by accident, after mistakenly uploading a photograph on Snapchat.
The 23-time Grand Slam winner confirmed she won the Australian Open title this January while newly pregnant, and in an article in Vogue last month she said she wanted to defend her title.
She said: “It’s the most outrageous plan.
“I just want to put that out there. That’s, like, three months after I give birth.”
In June, Serena Williams appeared in a cover photo for Vanity Fair, saying: “I don’t know what to do with a baby.”
The news has delighted the tennis world, with Rafael Nadal among the first to tweet his congratulations.
At a news conference Garbine Muguruza joked: “A baby girl? Well, I hope she doesn’t play tennis,” Reuters reported.
Beyonce also posted a portrait of a pregnant Serena Williams on Instagram, with the message: “Congratulations Serena!”
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