A statement on behalf of the couple, given to HELLO!, read: “Ben and Kristina are delighted to confirm they are the parents of a beautiful baby girl.
“They would like to thank friends and family for all their kind wishes at this happy time.”
Although this is Rihanoff’s first child, Cohen already has twin eight-year-old daughters Isabelle and Harriette with former wife Abby Cohen.
The 38-year-old announced she was pregnant while in the Celebrity Big Brother House in January 2016.
The couple met as dancing partners on Strictly Come Dancing 2013. Cohen and his former wife announced their separation in September 2014.
Cohen and Rihanoff have always insisted they only got together after Cohen split from Abby.
At the time of announcing her pregnancy, Rihanoff told HELLO! it was a “surprise”, but she was “obviously delighted”.