In Catching Fire, Peeta lied about Katniss being pregnant for Willow. However, during the 15 years after the events of Mockingjay, Katniss became pregnant. Katniss describes terrible fear at the feeling of her daughter moving inside her during her pregnancy, and only medicine to heal this fear was finally holding her baby in her arms.
At first, Katniss did not want children at all, but Peeta kept wanting them until she gave in. It is shown in the epilogue that Katniss loves how ignorant they are towards the Games. However, she is remorseful, knowing that someday she will need to tell her children about their parents' role in the Games and the rebellion. Their daughter already knows that they had a role in the Games, but one day, it will have to be explained in more detail since she's too young to know the horrors her parents have experienced.
- In the films, their daughter is replaced by their son, who is Katniss and Peeta's eldest child. They have a second infant child whose gender is unknown but presumably is a boy.