Maria Arias, Fernandez's girlfriend at the time of his death last fall, delivered the girl, named Penelope.
Fernandez was killed along with two others in a boating accident in late September off Miami Beach. He was 24. The families of the two men, Eduardo Rivero and Emilio Jesus Macias, are suing the All-Star pitcher's estate.
Fernandez's mother, Maritza Gomez Fernandez, has filed a petition to administer her son's estate, which is estimated to be worth $2 million to $3 million.
News of Penelope's birth was greeted warmly in Marlins camp.
"It's going to bring a lot of peace and happiness to both families and friends, and even us," Marlins third baseman Martin Prado said, according to the Sun Sentinel. "Just happy to see a piece of Jose that is going to grow. She's going to be so blessed."