Meghan Markle and Prince Harry chose to honor his late mother, Princess Diana, in the name of their new daughter, Lili. In a statement, the Duke and Duchess of Sussex announced Meghan gave birth to their second child on June 4, and revealed her full name is Lilibet ‘Lili’ Diana Mountbatten-Windsor. The statement goes on to say, ‘Lili is named after her great-grandmother, Her Majesty The Queen, whose family nickname is Lilibet. Her middle name, Diana, was chosen to honor her beloved late grandmother, The Princess of Wales.’