Chancellor Gordon Brown and his wife Sarah were tonight mourning the loss of their 10-day-old baby daughter Jennifer Jane who died in their arms.

By James Fraser

Chancellor Gordon Brown and his wife Sarah were tonight mourning the loss of their 10-day-old baby daughter Jennifer Jane who died in their arms.

The tiny baby lost her battle for life at an Edinburgh Hospital at 5.20pm, three days after suffering a brain haemorrhage.

The devastated couple left the Simpson Memorial Maternity Pavilion by car around an hour before the death was officially announced in a brief statement from the hospital.

It said simply: "At 5.20pm today Jennifer Jane died peacefully in her parents' arms."

A spokeswoman for the hospital said no further statement would be given tonight.

Tonight Prime Minister Tony Blair offered his sympathy to the couple during a visit to Afghanistan.

Clearly upset and with a faltering voice, Mr Blair said: "I feel so desperately sorry for Gordon and Sarah. I know how much Gordon was looking forward to being a father.

"I know how proud they both were of Jennifer Jane and I know what wonderful parents they would have been to her.

"I am afraid there is very little that anyone can say of comfort at such a time, with such a tragedy, but I hope it is of some comfort to them that I know everyone in our country will be thinking of them at this time and keeping them in their prayers and that's really all I wish to say.'