There's no milling around in Sienna Miller's household.

After all, her and ex Tom Sturridge's 11-year-old daughter Marlowe is busy being a big sister to the baby girl she recently welcomed with boyfriend Oli Green.

"Initially, it was a lot for her," Sienna shared of the tween in an exclusive interview with E! News correspondent Will Marfuggi at the Los Angeles premiere of the Horizon: An American Saga June 24, "and now she is in heaven."