Brooke Shields and her husband, comedy writer Chris Henchy, welcomed a baby girl Thursday, New York's Daily News reports.

The baby was delivered in New York, but no other details were released.

As PEOPLE reported earlier this year, Shields, 37, told her pal, former New York Post columnist Victoria Gotti (and daughter of the late Dapper Don), as long ago as last fall that she was due in early May -- then swore Gotti to silence until she could tell family and friends.

At 11:45 p.m. on New Year's Eve, Shields phoned Gotti with mixed tidings. On a down note, she said, her father, Frank, 61, had just begun what she hoped was a final round of chemotherapy after two years of battling prostate cancer. (Frank Shields died April 26.)

The good news? "I'm ready to tell everyone about the pregnancy!"

Shields downed crackers early on to battle nausea and stayed fit during her pregnancy by taking prenatal yoga and long walks with Henchy.

Shields and Henchy, 38, first began trying to conceive not long after they wed in April '01, according to Gotti. (Shields's first marriage, to tennis star Andre Agassi, ended in '99. They had no children.) And every day the parents-to-be played Name That Baby.

The baby's name has yet to be announced.

Meanwhile, Henchy is getting ready to deliver a new sitcom for ABC. "I'm With Her," set to air this fall, is about (get this) an everyday fellow who happens to be married to a celebrity.

The new daddy's former shows include "Spin City."