The newborn is the third child for the star, and her first with financier partner Arpad Busson. "A baby girl! Mommy and baby are doing really well," the star's spokeswoman Gabrielle Kachman told AFP, giving no further details.
Thurman and Busson, 49, have had a stormy relationship. They planned to marry after starting dating in 2007, but broke off their engagement in 2009, then reunited last year, the New York Daily News reported.
The actress was married to actor Ethan Hawke from 1998-2004, and had two children, daughter Maya and son Levon, now 14 and 10 respectively. She was also married to British actor Gary Oldman before the couple split in 1992.
Busson is also father to sons Flynn, 14, and Cy, 9, with his former fiancee Australian supermodel Elle Macpherson.