Brigitte Nielsen's Baby Exclusive! The Star, 55, Shares a Look at Her 5-Week-Old Daughter Frida

"I finally have my little princess," Brigitte Nielsen tells PEOPLE of 5-week-old daughter Frida

After more than a decade of trying for “her little princess,” Brigitte Nielsen is over the moon that her baby girl, Frida, is finally in her arms.

The Danish actress surprised the world when she announced on Twitter and Instagram on May 27 that she was pregnant with her fifth child at age 54. Just four weeks later, on June 22, she gave birth.

After more than 10 years of trying to conceive through in vitro fertilization and told she had only a slim chance of getting pregnant, Nielsen and her husband, Italian model Mattia Dessi, 39, are now glowing in newborn bliss.

“She’s healthy, and she’s beautiful,” Nielsen, now 55, says of Frida in this week’s issue of PEOPLE. “I’ve gotten everything that I wished for.”

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Chloe Aftel

Yet, Nielsen is the first to admit her road to becoming a new mom was anything but easy.

At age 40, while going through a messy divorce from her fourth husband, Raoul Meyer, Nielsen says she wasn’t looking for love when she met Dessi, who was 15 years younger. Their relationship moved quickly and soon they were planning for the future, which included freezing her eggs and beginning the IVF process.

“There was a lot of disappointment,” says Nielsen. “It’s that phone call going, ‘It’s negative.’ It’s the waiting. At times you can feel lonely, because a lot of women don’t talk to each other about it.”

Chloe Aftel

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The 6’1″ actress has already raised four sons from three previous relationships (Raoul Meyer Jr., 23, Douglas Meyer, 25, Killian Nielsen, 28, and Julian Winding, 34) and says she is going to be a different kind of mother than she was to her boys.

Nielsen had her first son, Julian, when she was 20 years old and just starting out in Hollywood. She admits she had a lot of help and wasn’t as hands-on as she will be with Frida: “I’m more capable, less frustrated and not afraid. I know exactly what I want to do with her and where I’m at in life.”

Courtesy Brigitte Nielsen

Nielsen, who says she had an easy pregnancy and a smooth delivery via cesarean section, is now enjoying the “happy tired” first weeks with her daughter.

“My husband and I have been wanting this so much for so many years. I finally have my little princess,” she says. “Becoming a mother is the most beautiful thing in the world.”

For exclusive photos and more on Brigitte Nielsen’s story, pick up this week’s issue of PEOPLE on newsstands Friday.

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