Beckham wrote on his Facebook page, "I am so proud and excited to announce the birth of our daughter Harper Seven Beckham."
He and wife Victoria welcomed the 7-pound, 10-ounce baby girl on Sunday at Cedars Sinai Hospital.
Mom and baby are said to be doing fine.
Little Harper is the first daughter for the celebrity couple. They have three sons: Brooklyn, 11, Romeo, 8, and Cruz, 5.
David, 36, and Victoria, 37, married in 1999.
David Beckham captained England's national team from 2000 to 2006. He played for Manchester United and Spain's Real Madrid before moving to L.A. to join the Galaxy in 2007.
Victoria Beckham found fame as a singer for 1990s girl band the Spice Girls and has since become a fixture of the fashion circuit.