The couple, who are already parents to four-year-old Mia Grace, decided to honour the Queen in their choice of middle name.
The name Lena is a shortened form of Magdalena or Elena and is a Greek name meaning “alluring and light”.
Zara gave birth to her second baby girl on 18 June. Buckingham Palace confirmed the news that Tindall was “safely delivered of a baby girl”, weighing 9lb 3oz, at Stroud Maternity Unit, with her husband Mike Tindall by her side.
This baby is the seventh great-grandchild for The Queen and The Duke of Edinburgh.