His sixth child has spent time on a ventilator in intensive care at Alder Hey Children's Hospital in Liverpool since she was born on Sunday.
Tyson has now shared some good news with well-wishers about his daughter progress in hospital, saying she's 'doing great.'
"Thanks to everyone who said a prayer for her," he wrote with a picture of Athena wrapped in a pink blanket.
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"She is doing great."
"I'm just thankful things are going well. I know that life could be a lot worse this morning. Stay positive, god bless."
And he added: "Praise god."
Having briefly come out of the ICU, last Tuesday Fury asked fans to continue their prayers as he revealed his newborn daughter was back in intensive care.
And he has confirmed that although she is now off the ventilator, she remains in ICU.
The boxer has now set up a fundraising page to support Ronald McDonald House at Alder Hey Children's Hospital, and almost £35,000 has already been raised.
Fury is donating two signed WBC belts as part of the fundraiser, which he will personally sign and hand over to the winners.
You can go online to donate and be in with a chance of winning hereFury has thanked everyone for their pledges, saying: "Massive thanks to everyone who has helped, u are amazing".
The couple announced that Paris was pregnant in February, and revealed they were expecting a daughter.
They have been married since 2009 and are already parents to daughters Venezuela, 11, and three-year-old Valencia Amber, and sons Prince John James, eight, Prince Tyson II, four, and one-year-old Prince Adonis.