She was born in Sulta Hospital, where two hospital nurses earlier tested positive for the virus.
Infant's parents have been tested for the novel coronavirus, and their reports are awaited.
The number of COVID-19 cases has increased to 1407 in Madhya Pradesh including 72 deaths and 131 cured patients. 890 cases have been reported in Indore and 214 in Bhopal so far, according to the State Health Department.
Meanwhile, a total of 16,116 confirmed cases of novel coronavirus have been reported in India, including 519 deaths. 2,301 people, who were COVID-19 positive have recovered, the Ministry of Health and Family Welfare said on Monday.
( With inputs from ANI )