The 41-year-old dancer, who took part in series 17 and 19 of the BBC ballroom show, became a mother for the first time earlier this month.
The well-known Strictly star and the 24-year-old Love Island contestant also shared the news that they were engaged in April.
Strictly and Love Island stars Neil Jones and Chyna Mills share the sweet reason for their baby’s name
Posting on the popular social media platform Instagram, Neil Jones shared a picture of the baby’s feet with the caption: “Our hearts are so full.”
The BBC star and Chyna Mills from Love Island said that the baby was named after the Cuban capital, Havana, and explained: “Cuba is the home of dance and is very multicultural, so it was perfect; it sums us up.”
“Although she has to be a Liverpool fan – that’s non-negotiable. She already has a little soccer equipment.”
When Claudia Winkleman appeared on Strictly Come Dancing last week, she told the audience: “Can we just say a huge congratulations to Neil and your partner Chyna, you’ve had a brand new baby girl!”
A smiling Neil Jones replied: “I can’t stop smiling, it’s the best feeling in the world… Better than a 10 from Craig!”
Tess Daly added: “Congratulations Neil, we send you all our love.”