The actor and comedian's wife Christine Y. Kim gave birth to the girl Thursday afternoon, People magazine reported. The baby was delivered at Cedars-Sinai Medical Center, according to Usmagazine.com.
"We're very happy," Grier, 52, told the Web site.
Luisa Danbi Grier-Kim - "Danbi" means "sweet rain" in Korean - was 7 pounds, 6 ounces at birth, People magazine reported.
"She's amazing," Kim told People. "I'm feeling euphoric, and David is ecstatic. He's the perfect father."
Grier was a cast member on TV's "In Living Color" and has appeared in other programs and films. Kim is a curator at the Studio Museum in Harlem. The two wed in July.
A phone message left early Sunday for Grier's agent seeking comment was not immediately returned.