"Our baby girl arrived fashionably late on the 7th September. We are proud parents to Sienna-Rae Halsall she is a dream xxx," tweeted the new mother.
The first-time father echoed the happy news on the day, writing, "Lucy-Jo & I are delighted to announce the arrival of our little girl born this morning. Mother & baby are home with a very proud Father."
"Welcome #babyhalsall," he added.
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The 30-year-old mother, who gave birth on Saturday, was overdue by a week, and the couple kept their fans updated on Lucy-Jo's progress.
"Hey guys & dolls, love how you're still thinking of myself and @alanhalsall. Thank you for your tweets. No signs of my babygirl. #41wks x," tweeted the actress on Thursday.
"Longest week of my life !!! Waiting," posted Alan on the same day.
Back in April the lovebirds exclusively revealed the sex of the baby to HELLO! and an emotional Alan admitted he wept when he found out.
The actor joked that it was a good thing they were having a girl, "because the baby would have been named after a Manchester United player if he was a boy."
"I screamed when we found out the baby was a girl, but Al cried," said the Wild At Heart actress.
"I'd only seen him cry once before, on our wedding day. Then he got teary again during the 4D scan he bought me for my 30th birthday.
"He'll definitely cry at the birth. It's like he's tapped into an emotion he didn't have before. He sits next to me and puts his head on my bump."
The couple met on the set of Coronation Street in 2002, when Lucy-Jo joined the cast as Katy Hariss, a role she played for three years.