The former world No 1 posted about her baby on Instagram and Twitter accounts and is heard saying in a video: "We had a lot of complications, but look what we've got."
The 35-year-old Williams said in late December she was engaged to Reddit co-founder Alexis Ohanian.
Williams wrote on Wednesday that their daughter was born on September 1 and weighed 6lb 14oz.
One posting also said about the newborn: "Grand Slam Titles: 1."
Williams won her 23rd Grand Slam singles championship at the Australian Open in January, while she was pregnant.