Applegate, 39, is a breast cancer survivor. She is best known for her work on TV's "Married with Children" and "Samantha Who?" The actress and Netherlands-born Martyn LeNoble, a founding member of the band Porno for Pyros, have been dating for about three years and became engaged in 2010.
"Actress Christina Applegate and fiance, musician Martyn LeNoble, welcomed daughter Sadie Grace LeNoble on Thursday, Jan. 27, 2011, in Los Angeles," the representative told People.com in a statement Tuesday. "Mother and daughter are doing great."
"She's a beautiful little girl, and they are so happy and in love with her," a source close to the family told the entertainment news Web site.