Kylie Jenner has given birth to her first child.

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Although the younger daughter of Kris Jenner and Caitlyn Jenner (formerly Bruce Jenner), has never publicly confirmed her pregnancy, the "Keeping Up with the Kardashians" and "Life of Kylie" star said on Instagram Sunday her "beautiful and healthy baby girl" was born on Thursday.

"I'm sorry for keeping you in the dark through all the assumptions. I understand you're used to me bringing you along on all my journeys. My pregnancy was one I chose not to do in front of the world," she wrote.

"I knew for myself I needed to prepare for this role of a lifetime in the most positive, stress free, and healthy way I knew how. There was no gotcha moment, no big paid reveal I had planned."

"I knew my baby would feel every stress and every emotion so I chose to do it this way for my little life and our happiness."

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"Pregnancy has been the most beautiful, empowering, and life changing experience I've had in my entire life and I'm actually going to miss it."

"I appreciate my friends and especially my family for helping me make this special moment as private as we could."

"My beautiful and healthy baby girl arrived February 1st and I just couldn't wait to share this blessing. I've never felt love and happiness like this. I could burst!" she continued.

"Thank you for understanding."