The couple already has a son named Rafael, who was born in September last year. The girl was born at a private hospital here, reported Digital Spy.
"They are both utterly delighted at the birth. The fact they now have a girl is an added bonus - Guy always wanted a boy and a girl," a source said.
The 44-year-old "Sherlock Holmes" helmer is also a father to Rocco, 11, and adopted son David, from ex-wife Madonna.