“Her middle name, Diana, was chosen to honor her beloved late grandmother, The Princess of Wales.
“The Duke and Duchess thank you for your warm wishes and prayers as they enjoy this special time as a family.”
Meanwhile, James’ former Strictly co-star recently hit out at Harry and Meghan’s decision to name their daughter Lillibet.
The Strictly professional insisted that he would only be comfortable with the name choice if the Queen is happy about the tribute.
Speaking on Steph’s Packed Lunch, Anton said: “I find it irritating. I don’t find it nice, bearing in my mind what’s gone on.”