The Duchess of Sussex has given birth to a boy, Buckingham Palace has announced.
Prince Harry said he was 'absolutely thrilled' and 'incredibly proud' of his wife, Meghan.
He thanked the public for their support and said both mother and baby were doing well.
The couple's son, who is 7th in line to the throne, was delivered at 5.26am today (Monday, May 6), weighing 7lbs 3oz.
Prince Harry, who was present for the birth, said the couple were 'still thinking about names'.
He said: 'The baby was a little bit overdue so we've had a little bit of time to think about it.
'That's the next bit.'
He said he planned to make another announcement in two days' time 'so everyone can see the baby'.
'It's been the most amazing experience I could ever have possibly imagined,' he said.
'How any woman does what they do is beyond comprehension.
'We're both absolutely thrilled and so grateful for all the love and support from everybody out there, it's been amazing, so we just wanted to share this with everybody.'
Councillor Margaret Stone, chairman of Norfolk County Council, welcomed the new arrival and said: 'My heartfelt congratulations to the Duke and Duchess of Sussex on the birth of their first child. This news is cause for celebration for the family and the nation - especially in Norfolk where we have a proud history of welcoming the Royal Family to our county.'
While Sir Richard Jewson, KCVO, JP, HM Lord-Lieutenant of Norfolk, added: 'We are delighted with the news of a baby son and send our heartiest congratulations to The Duke and Duchess of Sussex from the citizens of Norfolk'
In a statement the palace said The Queen, The Duke of Edinburgh, The Prince of Wales, The Duchess of Cornwall, The Duke and Duchess of Cambridge, Lady Jane Fellowes, Lady Sarah McCorquodale and Earl Spencer have been informed and are 'delighted with the news'.
The statement added that the Duchess's mother Doria Ragland 'who is overjoyed by the arrival of her first grandchild' was with the couple at Frogmore Cottage.
The baby's sex was a surprise for the delighted couple, who chose not to find out what they were having.
The newest addition to the Windsor family is a first cousin of the Duke and Duchess of Cambridge's children, Prince George, Princess Charlotte and Prince Louis.
Ahead of the birth, Harry and Meghan made a personal decision to keep their arrangements private, amid speculation that they had opted for a home birth at Frogmore Cottage, close to the Queen's Windsor Castle residence.
They also said they would only share the news of the baby's arrival once they had had a chance to celebrate privately as a family.
Baby Sussex's birth comes less than a year after Harry married American former actress Meghan in a glittering ceremony in St George's Chapel, Windsor Castle.
Harry, 34, and Meghan, 37, became engaged following a whirlwind 16-month romance after going on a blind date in London.
The duke had told how 'all the stars were aligned' when they met.
News they were expecting a baby was announced in October at the start of the couple's busy 16-day tour to Australia, New Zealand, Fiji and Tonga.
Harry branded the baby 'our little bump', while Meghan said they 'were nearly there' in the final weeks of her pregnancy.
Unless the Queen steps in at the last minute, the baby will not be an HRH or a prince due to rules limiting titles within the royal family which were introduced by King George V more than 100 years ago.
Comments: Our rules
We want our comments to be a lively and valuable part of our community - a place where readers can debate and engage with the most important local issues. The ability to comment on our stories is a privilege, not a right, however, and that privilege may be withdrawn if it is abused or misused.
Please report any comments that break our rules.
Read the rules here