The former No. 1-ranked player gave birth to a girl named Lauren Andrus Davenport Leach on Saturday morning.
She and husband Jon Leach already have a 2-year-old son, Jagger.
Davenport's agent Tony Godsick said Sunday that "Lindsay and Lauren are doing great, and Jonny and the other man of the family, Jagger, Lauren's brother, are ecstatic.''
The 33-year-old Davenport won the 1998 U.S. Open, 1999 Wimbledon and 2000 Australian Open titles.
She pulled out of this year's Australian Open when she learned she was pregnant. Davenport said at the time she would be putting tennis on hold "for the foreseeable future.''
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