Princess Beatrice has given birth to her second daughter, Athena Elizabeth Rose, Buckingham Palace has announced.

The late Queen’s granddaughter, 36, gave birth several weeks early on January 22 at the Chelsea and Westminster Hospital in London, with the 4lb 5oz royal baby said to be healthy and well.

Beatrice and her daughter are now said to be at home, with the family enjoying spending time together with Athena’s older siblings, Wolfie and Sienna.

The King, Queen and other members of the royal family have all been informed and “are delighted with the news”, Buckingham Palace said.

He wrote on Instagram sharing a photograph of Athena wrapped in a blanket: “Athena Elizabeth Rose Mapelli Mozzi.

“We welcomed baby Athena into our lives last week. She is tiny and absolutely perfect. We are all (including Wolfie and Sienna) already completely besotted with her.

“Our hearts are overflowing with love for you, baby Athena.

“A massive thank you from my wife and I goes out to all the wonderful staff at the Chelsea and Westminster Hospital for their exceptional care and support during this incredibly special time.”

The royal baby is a younger sister to the couple’s three-year-old daughter, Sienna, and Mr Mapelli Mozzi’s son and Beatrice’s stepson, eight-year-old Wolfie.

Prince Andrew’s daughter was due to give birth in early spring, and in December received medical advice and was told not to travel long distances.

She joined the royal family at church in Sandringham on Christmas Day after changing her travel plans to spend the festive period overseas, with doctors said to have warned that a premature arrival was a possibility.

Beatrice’s sister Princess Eugenie celebrated the new arrival by posting “Welcome Baby Girl” and sharing Mr Mapelli Mozzi’s photograph of baby Athena wrapped in a pink blanket on her Instagram Stories.