The service was held at St Mary of the Angels Church in the Canton area of the city on Saturday afternoon.
Church gave birth to Ruby nine months ago at the couple's home in the Vale of Glamorgan.
The couple recently announced they were expecting their second child together which is due to be born in January. Church said she wants six children.
Ruby Megan Henson was brought into the church in a carry-cot covered with a white blanket. Henson, wearing a navy suit, and Church, in a cream coat, arrived separately at the Roman Catholic Church in Kings Road.
They were accompanied by close friends and family, who were brought to the church in three cars with blacked out windows at 1330 BST.
During the 40-minute service in the singer's family church, which was decorated with white flowers for the occasion, seven security guards stood outside its doors.
The 22-year-old singer and TV presenter told chat show host Jonathan Ross on a programme broadcast on Friday night how she and rugby player Henson wanted to have "their own little rugby team".
It is rumoured that Church and Henson have sold the pictures of their daughter's christening to a magazine. source
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