The 17-year-old star of Nickelodeon TV comedy show Zoey 101 has named the child Maddie Briann, the Associated Press news agency says.
The teenager announced in December she was expecting a child with 19-year-old construction worker Casey Aldridge.
The couple announced their engagement in March.
Southwest Mississippi Regional Medical Center spokeswoman Ellen Brannan would not release any details about the birth.
"We understand everybody's interested, but we don't give out information on anyone. Everyone's entitled to their privacy," she said.
In a statement Nickelodeon said: "We wish her and her family well."
Spokeswoman Marianne Romano said filming for the fourth and final season of Zoey 101 was completed last summer before Spears became pregnant.
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