Dolly is the couple's third daughter, with older siblings Ruby, Matilda and son Taylor.
Sheree's WAG friend Coleen Rooney was quick to congratulate her over Twitter. Coleen wrote: 'Congratulations to you all!! So pleased for you! Take care, lots of love Coleen wayne and Kai x'
Sheree recently relocated to Australia to be with Harry after he signed to play with the Melbourne Victory football team.
Sheree Murphy and her footballer husband Harry Kewell have welcomed their fourth child. She gave birth in the family's new hometown of Melbourne over the weekend.