Holly Madison is "overjoyed" after giving birth to a baby girl.

The Playboy model turned actress welcomed her first child into the world at 11.59am this morning at a Las Vegas hospital with her fiance Pasquale Rotella by her side.

The former Girls Next Door star is yet to name her daughter, who weighs 7 pounds 2 ounces, but told In Touch, "Pasquale and I welcomed our first child, a baby girl! We haven't yet decided on a name for her but we couldn't be any more overjoyed than at this moment."

"I've never been more in love than I am today as, after months of waiting, I finally was able to hold my daughter for the first time. Holly and I are looking forward to spending some quiet time with our baby and enjoying our new family. I'm truly the luckiest man in the world," Pasquale, 38, added.