Rumours started that the 'Not Fair' singer had welcomed her first child with husband Sam Cooper after a friend alluded to the happy occasion on Twitter.
Her ex-boyfriend Seb Chew wrote earlier tonight (November 25): "sending out love to lily, sam and mini cooper...... YES."
A close friend told the Daily Mail that the birth was "all good".
Cooper announced Allen's pregnancy during their wedding reception back in June.
The couple lost a baby in November 2010, six months into Allen's pregnancy.
She previously miscarried the child she was expecting with Chemical Brothers star Ed Simons in January 2008.
> Lily Allen on pregnancy: 'I feel like a penguin'
Watch the video for Lily Allen's 'LDN' below: