The 30-year-old Victoria's Secret star married 33-year-old Serbian basketball player Marko Jaric in 2009. They also have a 2 1/2-year-old daughter, Valentina.
"Marko and I are overjoyed to welcome Sienna into our family and Valentina is looking forward to becoming a big sister!" Lima tweeted.
People.com said the baby was born Wednesday.
Notable deaths of 2014 [PHOTOS]
Mindy Kaling mistaken for Malala Yousafzai