The 33-year-old cricketer became a first time father after his daughter was born at Fortis Hospital here in the evening.
The baby weighs 3.7 kgs, according to the doctors.
MS Dhoni is currently busy preparing for India’s title defence at the World Cup in Australia.
Sakshi is generally seen travelling with his husband on tours but she didn’t travel with MS Dhoni during the Australia tour.
MS Dhoni had tied the nuptial knot with childhood friend Sakshi Singh Rawat on July 4, 2010.
The delivery happened through a c-section and both the mother and child are doing fine. The couple had been consulting at Fortis Memorial Research Institute (FMRI) for the past few months and was last spotted at the hospital mid-November last year.