The couple have long dreamed of a baby girl to add to their brood of three boys.
The birth was a pre-arranged Caesarean at Cedars-Sinai hospital in Los Angeles.
Proud dad David, a former England and Manchester Utd captain, wrote on his Facebook page: “I am so proud and excited to announce the birth of our daughter Harper Seven Beckham.
“She weighed a healthy 7lbs 10oz and arrived at 7.55 this morning, here in LA. Victoria is doing really well and her brothers are delighted to have a baby sister xx.”
Spice Girl Mel B, who is expecting her third child later this year, left a message on Twitter saying: “congrats!!! Yipeee another spice baby is born, damn it wish it was me this AM cos I feel like I'm about to POP!”
The Beckhams, who married in 1999, already have three boys - Brooklyn, 11, Romeo, eight, and Cruz, five.
Last week the player took a photograph of his heavily pregnant wife in a bikini, when she wasn't looking, and posted it on Facebook.
She had previously told Women's Wear Daily that she did not like being photographed when pregnant, saying last month: "I don't think anyone needs to see that, other than my husband. Absolutely not."
David Beckham met the Duke and Duchess of Cambridge when they arrived in Los Angeles on Friday night. On Saturday he scored the winning goal in a game for his team, LA Galaxy.