The 35-year-old was seen entering the private maternity ward yesterday at 10.30am ahead of her husband James Matthews and she gave birth just over three hours later, at 1.58pm.
Her baby was delivered at the Lindo Wing at St Mary's Hospital in Paddington, the same unit where her older sister of the Duchess of Cambridge gave birth to her three children.
The little boy is the cousin of the future King Prince George, five, his brother Prince Louis, five months, and their sister Princess Charlotte, three.
Mr Matthews was seen running up the steps into the hospital shortly after 10am this morning, carrying a duffle bag and appearing to wear the same clothes he wore on Monday.
They went to the hospital just hours after Prince Harry - her sister Kate's brother-in-law - announced he and wife Meghan Markle are set to have their first baby next Spring.
A spokesman for Kensington Palace said the Duke and Duchess of Cambridge 'are thrilled for Pippa and James.'
Pippa, who was wearing a long blue coat, white shoes and sunglasses, was seen smiling as she entered the £7,500-a-night unit, a little more than 48 hours after she attended Princess Eugenie's royal wedding in Windsor.
A spokeswoman for Pippa Middleton and her husband said: 'James and Pippa have had a baby boy.
'He was born Monday 15th October at 1.58pm, weighing 8lb and 9oz. Everyone is delighted and mother and baby are doing well.'
Mr Matthews was carrying a £78 Cam Cam Copenhagen baby changing bag and a £37 Nobodinoz Loz Angeles weekend bag, both said to have been bought from luxury retailer Scandiborn - when the pair went into the hospital on Monday.