The girl, who is fourth in line to the Dutch throne after her father and two elder sisters, was born at 10 p.m. (2000 GMT) at the Bronovo Hospital in The Hague, according to a Royal House statement.
She weighed in at 4.135 kilograms (9.12 pounds) and was 52 centimeters (20.5 inches) long.
"We are very grateful for the birth of this healthy baby," Willem-Alexander said. No name for the baby was announced.
The couple already have two daughters, 2-year-old Amalia, and Alexia, aged 1.
A former investment banker, Maxima married Prince Willem-Alexander, the oldest son of Queen Beatrix, in 2002.