Fergie, as she is known to family and friends, wrote: “Overflowing with love and joy to be able to welcome Athena Elizabeth Rose into the world.
“She is already so adored, and I’m incredibly blessed to be a Granny once again.
“So proud of Edo, Beatrice and the rest of my little 5-a-side team.”
Edo, who is generally quite active on social media, commented on his mother-in-law’s post and revealed what her grandchildren call her: “The best Gigi [heart emoji].”
The Duchess of York currently had six grandchildren, three from Beatrice – baby Athena, Sienna and Christopher Woolf (Edo’s son from his previous relationship with architect Dara Huang) – and twofrom Princess Eugenie – August and Ernest Brooksbank.
On Wednesday, the Palace said that mother and baby are healthy, doing well and are now at home.
Meanwhile, Edo posted an emotional tribute to his daughter, saying he and the princess were “completely besotted” with the new arrival, adding “our hearts are overflowing with love for you, baby Athena”.
Mr Mapelli Mozzi also thanked the staff at Chelsea and Westminster Hospital in London for their “exceptional care” after Athena Elizabeth Rose – her second name a tribute to the late Queen Elizabeth.