There's been no confirmation from the new mum herself. But Lily, who married painter and decorator Sam Cooper in the summer, did write "totes amaze" on her Twitter account.
The singer's pal Sam Chew posted: "Sending out love to Lily, Sam and Mini Cooper...... YES."
Another friend, Charlie Condou, told his followers the new arrival was a girl.
Amanda Holden, who is expecting her second child, wrote: "Massive congrats to Lily and Sam! Such good news. Xxxx".
Myleene Klass also tweeted "congrats".
The happy news comes after a lot of heartache for the singer.
She lost a baby boy six months into a pregnancy in November 2010, and had a miscarriage in 2008 when she was expecting with Chemical Brothers DJ Ed Simons.
Lily, 26, announced she was expecting again in June, when she wed Sam in a cricket-themed country wedding.