The 34-year-old actress announced in September that she was expecting her first child with husband Ryan Clark.
A representative for the couple confirmed the birth, adding that they have chosen to name their daughter Orla.
Kelly, who is best known for playing fiery Becky McDonald in the ITV soap, met Clark, an amateur boxer from Melbourne, Australia, two years ago.
The couple tied the knot in a secret ceremony at the Little Church of the West in Las Vegas in August last year.
Since leaving the soap, she has starred in BBC Four biopic The Best Possible Taste as Lee Middleton, wife of the larger-than-life disc jockey and entertainer Kenny Everett.
She later landed the leading role of Lady Mae Loxley in ITV’s department store period drama Mr Selfridge – which was recently recommissioned for a third series.
(pictured: above – Katherine Kelly at the British Soap Awards 2012, below – a scene from Corrie ft. Katherine Kelly as Becky and barmaid Poppy, played by the late actress Sophiya Haque)