Mia Grace Tindall, who is 16th in line to the throne, enjoyed her first public outing at the Barbury point-to-point races in Wiltshire, where two of her mother's horses were competing.
Zara, 32, was wrapped up warm against the chill in jeans, knee-high boots, a blue padded jacket and grey beanie hat as she pushed the black pram containing her baby daughter.
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The new mum was fresh-faced and looking relaxed as she enjoyed the races with a beaming smile.
Zara gave birth to the Queen's fourth great-grandchild on the morning of 17 January at an NHS hospital in Gloucestershire. Mia weighed 7lbs 12oz (3.5 kg).
"Mrs Michael Tindall today safely delivered a baby girl at Gloucestershire Royal Hospital. Mr Tindall was present at the birth," a palace statement released that day read.
Former rugby star Mike revealed the news on Twitter. "For everyone who asked what our daughter's name is, it's Mia Grace Tindall," he wrote.
The little girl, who is the Queen's third great-grandaughter, will be a playmate for Prince William and Kate Middleton's son Prince George as well as for Zara's brother Peter's two little girls, Savannah, who turned three on 29 December and Isla, 22 months.
Zara, a silver medal-winning equestrian champion, at the 2012 Olympics, has long wanted to start a family, but was waiting for the right time in her riding schedule. In keeping with her passion, a day out at the races is the perfect first outing for her baby daughter.