The arrival was confirmed by Law's rep on Tuesday, People reports.
"I can confirm the arrival of Jude Law and Catherine Harding’s daughter," the 42-year-old actor's rep said in a statement. "Both are delighted and continue to ask that their privacy and that of their child be respected."
No additional details, including the little girl's name, have been made available.
This is the first child for Harding, and the fifth child for Law, who shares three children with his ex-wife Sadie Frost -- including 18-year-old son Rafferty, 13-year-old daughter Iris, and 12-year-old son Rudy.
Law also have a 5-year-old daughter, Sofia, from his brief relationship with Samantha Burke.