The couple, who played lovers Violet Wilson and Jamie Baldwin in the soap, welcomed Matilda, weighing in at 7lb 10oz, on Sunday, The Sun reports.
A friend told the newspaper: "Rupert and Jenny are absolutely thrilled. They couldn't be happier with their bouncing baby girl."
The friend added: "The baby was two weeks overdue and they were so pleased to finally meet her.
"Rupert is over the moon and both mother and baby are doing well."
Ryan Thomas and Tina O'Brien, who played husband and wife Jason and Sarah Grimshaw in the soap, also have a daughter, Scarlett, together.