The baby was delivered with the assistance of Nassau Highway units, the Emergency Ambulance Bureau and advanced medical technicians, police said in a news release.
A police spokesman said the names of those involved in the delivery were not going to be released.
The news release said a pregnant woman and her husband were stopped by the side of the expressway near Exit 1 at about 3 a.m. when responding officers arrived.
The woman was placed into an ambulance, where she gave birth at 3:07 a.m., police said.
Mother and child were taken to a hospital where they were reported in good health, police said.