The 35-year-old director and Mars, the lead singer of the band Phoenix, welcomed their first child Tuesday in Paris and fulfilled Coppola's outspoken desire for a daughter, People magazine reported.
"I'm so excited to have a little girl," the director, who won a 2004 best screenplay Oscar for "Lost in Translation," had said in a earlier interview.
"All those little dresses," she added regarding the benefits of a daughter. "It's so fun to have little girl stuff."
The couple first met in 1999, the same year Coppola married fellow director Spike Jonze, but did not begin dating until "The Virgin Suicides" head divorced Jonze in 2003.
US Weekly reported a representative for Coppola has confirmed both the director and baby Romy are healthy and doing well.