Brown and Etheredge have been married since 2012. The newborn is Etheredge's second child, joining the couple's five-year-old son Cassius, and Bobby's sixth.
Bobbi Kristina through the years:
Bobbi Kristina Through the Years
EXCLUSIVE: Bobby Brown and wife Alicia Etheredge welcome baby girl
Bobbi Kristina, then 1 years old, was the apple of Whitney Houston and Bobby Brown's eye at an awards show. (Photo by Ron Wolfson/The LIFE Images Collection/Getty Images)
Bobby Brown, proudly carried his adorable 1-year-old baby down the red carpet at the Soul Train Awards in 1994. (Photo by Ron Galella, Ltd./WireImage)
Whitney Houston and Bobby Brown were all smiles as they carried their baby girl to Bobby's 25th Birthday Party on February 4, 1994 at Tavern on the Green in New York City. (Photo by Ron Galella, Ltd./WireImage)
Just mama and baby! Whitney whisked her tiny tot through LAX airport during a 1995 outing. (Photo by Ron Galella, Ltd./WireImage)
The family hits the town! Bobby and Whitney head to New York City with Bobbi Kristina in 1995. (Photo by Ron Galella, Ltd./WireImage)
Like mother like daughter. Whitney and Bobbi Kristina dressed in identical white suits for the New York City premiere of Whitney's film,"The Preacher's Wife" in 1996.
(Photo by Ron Galella, Ltd./WireImage)
Everybody's matching! The family color-coordinated their black and white ensembles to attend the Fourth Annual International Achievement in Arts Awards in 1998 in Beverly Hills, California. (Photo by Ron Galella, Ltd./WireImage)
She's mommy's girl. Whitney Houston brought her daughter up on stage during a concert in 1999 in New York City. (Photo by L. Busacca/Larry Busacca/Wireimage)
Later during the same show, the entire family hit the stage. (Photo by L. Busacca/Larry Busacca/Wireimage)
The family got together for a promotional shot for their NBC show, "Being Bobby Brown." Bobbi Kristina posed on the right and held the family dog. (Photo by F. Scott Schafer/NBC/NBCU Photo Bank via Getty Images)
Whitney Houston leaned down to plant a big one on her baby girl during the 2001 BET Awards. (Photo by M. Caulfield/WireImage)
Bobby Brown, Whitney Houston, and Bobbi Kristina headed to the the VH-1 Divas 2002 - Show. (Photo by Jeff Kravitz/FilmMagic)
Disney day! The whole family headed to the happiest place on earth ahead of the "The Priness Diaries 2: Royal Engagement" premiere. (Photo by Lee Celano/WireImage)
Bobbi Kristina and Whitney matched their outfits for the 2009 American Music Awards and looked happier than ever together. (Photo by Kevin Mazur/AMA2009/WireImage)
Talent runs in the family. Whitney brought Bobbi Kristina up on stage during a performance in 2009 to do a duet. Seems appeared to be on the upswing for the often troubled family.(Photo by Ben Hider/Getty Images)
The mother-daughter duo hit the 2011 Pre-GRAMMY Gala and Salute To Industry Icons in stunning black mini dresses. (Photo by Jon Kopaloff/FilmMagic)
Romance is in the air! Bobbi Kristina Brown hit 'The Houstons: On Our Own' series premiere party in 2012 with her "adopted brother" turned boyfriend, Nick Gordon. (Photo by Shareif Ziyadat/FilmMagic)
Following the death of her mother in February 2012, Nick Gordon and Bobbi Kristina Brown became closer than ever and cuddled up at the 'We Will Always Love You: A GRAMMY Salute to Whitney Houston' concert in October 2012. (Photo by Christopher Polk/WireImage)
The happy couple reportedly became engaged in 2013 and were all smiles at an event ahead of the 2014 Grammy Awards. This was one of the last public photos taken of the pair before Bobbi Kristina was found unresponsive in a bathtub at her Georgia home on January 31, 2015. ( Photo by Tiffany Rose/WireImage)
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The baby news is bittersweet, as Brown has had a very difficult few months coping with the tragedy that struck his 22-year-old daughter Bobbi Kristina Brown.
Bobbi Kristina has been in hospice care since mid-June. She was found unresponsive in her bathtub in Roswell, Georgia, on January 31, and placed in a medically-induced coma for nearly five months before being moved to the hospice facility in nearby Duluth.
See video from Brown's most recent performance in Atlanta, where he admits to being in a "different zone right now," below.
Related: Bobby Brown's sister insists her family didn't take Bobbi Kristina deathbed pic: