The actress and her fiancé Jamie Lomas welcomed the new addition to their family on March 23. Polly is currently still being monitored in hospital as she was born seven weeks early.
Writing in her New magazine column, Marsh explained that friends and co-stars who rallied round her when she lost baby son Archie in 2009 have recently been sharing her delight in the happier circumstances.
She commented: "Charlie Condou, who plays Marcus Dent, came to visit Polly last Wednesday armed with cute baby clothes and premature baby nappies, which was really thoughtful.
"I took him back to the studio and then decided to go and see everybody. When I lost Archie they all went through it with me, so it was nice to be able to say, 'Hey guys, everything's alright'."
The star, who plays Weatherfield's Michelle Connor, also confirmed that Lomas has been a devoted dad to Polly.
"Jamie is so completely in love with her, it makes me fall in love with him even more," she said. "It's been a rough journey, but we've ridden it out together and that says something about our relationship."