The reality TV star, who shot to fame through Keeping Up with the Kardashians, confirmed that rapper Travis Scott is the father of the child.
The baby was born on Thursday, February 1.
In an Instagram post, Jenner apologised to her fans for "keeping [them] in the dark".
"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."