The tot was born at the Chelsea and Westminster hospital on 18 September, with Buckingham Palace announcing her birth two days later.
WATCH: Sarah Ferguson describes new granddaughter as 'very, very beautiful'
Beatrice and Edoardo confirmed their daughter's name last week, announcing on social media: "We are delighted to share that we have named our daughter Sienna Elizabeth Mapelli Mozzi. We are all doing well and Wolfie is the best big brother to Sienna."
A family friend of the couple has explained the meaning behind the name Sienna.
"They were looking for an Italian name which started with an S for Sarah, to honour the Duchess [Sarah Ferguson], and also reflected the golden rust colour of both the Duchess's hair colour and Beatrice's, which the new baby shares," they said.
While the couple are yet to release a photo of the latest addition to the royal family, they did share a sweet picture of their daughter's footprints.
The sweet image shared by Beatrice and Edoardo of their baby's footprints
Sarah also shared an update about her eldest grandchild, August, who was born in February, at HELLO!'s annual Inspiration Awards.
"It's so funny because when August smiles at me now, because he's seven and a half months, you actually know he genuinely likes you," she told HELLO!. "It's not a put-on smile, he genuinely finds me very funny which is quite lucky."
Sarah at HELLO!'s Inspiration Awards on Tuesday Photo: Justin Goff/Goff Photos
Asked how gratifying it has been to watch both her daughters, Princess Beatrice and Princess Eugenie, become mothers in the past year, Sarah responded: "My children are phenomenal mothers. They were great children but now they're phenomenal mothers. And now, I have these two exceptional grandchildren all in one year.
"You know it's pretty incredible, but everyone asks me, 'How are your grandchildren?' Well, firstly, I look at my girls being wonderful mothers and then I see these incredible beings."
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