Evelyn Penn Willis weighed in at 8 pounds, 10 ounces, when she was born Monday.
Mother and child were reportedly happy and healthy Wednesday.
Willis, 59, and Heming, 35, have been married since 2009. They are also the parents of a 2-year-old daughter named Mabel.
The actor has three older daughters -- Rumer, 25, Scout, 22, and Tallulah, 19 -- with his ex-wife, actress Demi Moore. Willis and Moore were married from 1987 to 2000.