Hellomagazine.com said the baby was baptized at the Royal Palace Chapel Thursday.
The princess Martha Louise was dressed in pink and held the couple's older daughter, Maud Angelica, the report said, while her father carried the baby. Queen Sonja took the infant in her arms at the altar as the christening took place, the report said.
Martha Louise recently explained the origins of her little girl's unusual name, Hellomagazine.com said. Her second name was inspired by dancer Isadora Duncan and her first name was inspired by Princess Leia of "Star Wars."
Leah Isadora is King Harald and Queen Sonja's third grandchild and is fifth in line to the throne.