The former Emmerdale actress announced the arrival of her newborn daughter on Twitter last Saturday (January 14).
"Little Dolly Kewell was finally born today," the 36-year-old wrote. "She is a little beauty!! Mummy is shattered!"
Murphy gave birth in the family's new hometown of Melbourne, Australia. They relocated following Kewell's signing to the Melbourne Victory football team in August 2011.
The couple are already parents to Taylor, 10, Ruby, 8, and 3-year-old Matilda.
Murphy's latest pregnancy was first announced last summer. Rumours that they were expecting a baby girl began circulating in September.