Fury announced the arrival of his sixth child with his wife Paris on Sunday, and has asked fans to pray for their new arrival after she was put into intensive care.
The heavyweight champion boxer took to Instagram to announce the news.
He said that Paris had given birth and confirmed that they had named their new daughter Athena.
He wrote: "Please can everyone pray for my baby girl who was born this morning. Athena Fury born 8/8/21. Thanks. God is great."
And on Monday he thanked everyone for their support, saying: "Massive thanks for all the messages and support.
"The baby is in a stable position and doing well."
Baby Athena is now off a ventilator and doing "fantastic."
Fury said on Monday evening: "The baby is doing fantastic. She is a lot better and off the ventilator."
The boxer has now set up a fundraising page to support Ronald McDonald House at Alder Hey Children's Hospital in Liverpool, where Athena has been cared for - and more than £27,000 has already been raised.
Fury is donating two signed WBC belts as part of the fundraiser, which he will personally sign and hand over to the winners.
You can go online to donate and be in with a chance of winning here.The couple announced that Paris was pregnant in February, and revealed they were expecting a daughter.
They have been married since 2009 and are already parents to daughters Venezuela, 11, and three-year-old Valencia Amber, and sons Prince John James, eight, Prince Tyson II, four, and one-year-old Prince Adonis.