He now plans to complete his gender reassignment to remove his breasts and ovaries.
Mr Cross, who was born Paige, had applied to have his eggs frozen on the NHS in the hope he would be able to have children in the future. But when he was refused, he found an anonymous donor through a Facebook group and put his transition on hold.
“Having a biological child has always meant a lot to me,” he said earlier this year. “I’ve always wanted kids.”
His daughter was born at Gloucestershire Royal Hospital. Her birth was registered at Gloucester Register Office on Wednesday, with Mr Cross listed as mother but no father named.
He received death threats after news of his pregnancy broke.
“I have had some good reactions but I’ve had some really bad reactions,” Mr Cross told TV host Lorraine Kelly.
“A lot of people don’t really understand the situation, and I get that, but I just want people to be more aware that there are those who do need help, that are like me, and haven’t got anybody to support them.”