- OK! Magazine (@OK_Magazine) April 22, 2014
Dylan was rushed into intensive care when her heart stopped beating minutes after she was born on April 4.
"Ten minutes after giving birth she was on my chest and she collapsed." Kerry said. "I screamed as the doctors tried to revive her."
If that wasn't terrifying enough, Kerry also had to undergo emergency surgery to remove her placenta, which had burst inside her, causing her to lose a lot of blood.
"In a split second we went from tears of joy and holding our baby to chaos," Kerry told OK! magazine.
"I was just screaming and lying on the operating table with all these lights above me... You bargain with God: 'Please let her survive and take me.' I thought, this is it, we're both going to die."
Thankfully, Dylan and Kerry both made a good recovery and on April 8 they were allowed home.
Kerry also has daughters Molly, 12, and Lilly-Sue, 11, with her first husband Brian McFadden and Heidi, seven, and Max, five, with second husband Mark Croft.
Dylan is Kerry's first child with her fiancé George Kay, however he says he considers Kerry's other four children to be his family.
Kerry and George's choice of androgynous name for their daughter will fuel rumours that for most of Kerry's pregnancy they thought she was going to have a little boy!
Find out what the name Dylan means with our Baby Name Finder.