The heavyweight champion boxer took to Instagram on Sunday 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."
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And today 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 - hopefully she comes out of ICU today."
Hours before giving birth Paris, 31, shared a video clip from the hospital showing Tyson watching boxing on his phone.
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.
Fury was spotted on Morecambe beach last week with Sky Sports pundit Gary Neville.
It is believed he was being interviewed by the former Manchester United star for Neville's YouTube show, The Overlap.