This is stated in the statement of the Duke and Duchess of Sussex.
The girl was named Lilibet "Lily" by Diana Mountbatten-Windsor.
It is noted that Lily was named after her great-grandmother, Queen Elizabeth II, whose family nickname is Lilibet.
The middle name - Diana - the girl's parents chose to pay tribute to her late grandmother, Princess Diana of Wales.
Two years ago, the couple had a son, Archie.
Earlier it was reported that the series produced by Prince Harry will be released on Netflix.