The Victoria's Secret model announced in March that she was expecting her second child with husband Marko Jaric.
She has now announced on Twitter that she has given birth to her daughter, a sister for 2-year-old Valentina.
"Marko and I are overjoyed to welcome Sienna into our family and Valentina is looking forward to becoming a big sister!" she wrote.
Lima has previously said that she would like a "big family" with Jaric.
She has also revealed that she felt "beautiful", "sexier" and "more womanly" after giving birth to Valentina in 2009.