Kimberley and partner Max Rogers revealed their pregnancy in HELLO! magazine in August, and their little girl was born via Caesarean section on 2 December, weighing 7.5lbs.
During the interview, which took place at the couple's London home, Kimberly explained how they chose the name Willow and revealed Davina McCall's role in the all-important decision.
The 32-year-old singer, who met Davina after appearing on The Jump, said: "[Davina] told us how she'd always loved the name Willow, and it just stuck with us. When we found out we were having a girl we told Davina we were going to call her Willow and she said we should wait until we met her. But our minds were made up."
"[Davina's] like another mother figure, over here in London. She's the one I call and can lean on if I need to."
Kimberly also admitted that being an American living in London means she has some important decisions to make regarding her daughter's upbringing. Does Kimberly expect Willow to call her Mom or Mum?
"It's a huge decision for me to make! I grew up in the US so I always thought I would be a "Mom" but my daughter is going to have a British accent so that would sound weird. So I've decided I am going to be a 'Mum'."
SEE THE FULL EXCLUSIVE STORY IN HELLO! MAGAZINE, OUT NOW.