Heather's father Mark Mills, who has had a five-year-long feud with his famous daughter, is now expected to launch a legal battle in order to gain access to his new granddaughter.
Mills - who devotes her energies to anti-landmine campaigns - had feared she would be unable to have children following complications when she was younger.
She had suffered two ectopic pregnancies a number of years before meeting Sir Paul.
Mills recently described the tearful moment when she revealed she was carrying their longed-for child.
She told US chat host Larry King: "I went upstairs and he was in a meeting. I kept walking in and out of the meeting because I had done the test and it was positive.
"He kept looking at me, thinking 'She's not normally like this'. I was going 'are you finished yet? Are you finished yet?'.
"Then he came out and I showed him the test and he just went 'Oh'. We both started crying and it was just a miracle."
The couple's last public appearance was at the UK premiere screening of a tribute concert for George Harrison in London earlier this month. She wore a long burgundy crushed velvet gown which showed off her bump.
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