Speaking exclusively to People.com, the pair revealed, "We feel immensely blessed and grateful to be given this beautiful baby girl. She's an absolute delight."
Nicole's father revealed that Sunday is named after famous Australian artist Sidney Nolan's muse Sunday Reed.
"She was a key mover and shaker in the arts around the beginning of the century," Nicole's dad told an Australian newspaper. "The name Sunday struck me as being a nice name for a woman, so my wife and I mentioned it."
The baby's second name Rose is named after by Urban's late grandmother.