The 33-year-old - who played Becky McDonald in the soap and is now known to TV audiences for her role in Mr Selfridge - and her husband Ryan Clark became parents to baby girl Orla on Tuesday.
Kelly bowed out of Corrie in January 2012 following a six-year stint in the soap playing Becky McDonald.
She said she was "overwhelmed with joy to announce the arrival of our daughter".
Clark - who married Kelly in a low-key ceremony at the Little Church Of The West in Las Vegas - said: "Katherine has given me the best gift in the world. Absolutely smitten with Orla and so proud of my wife."