The woman from Queens, who went into labor at full term, gave birth at the World Trade Center PATH station at 2:30 am, assisted by Port Authority police officers.
The baby girl is called Asenat and weighs six pounds, 14 oz (3.1 kilos). She was delivered by Officer Brian McGraw on the mezzanine concourse of the station, a spokesman for the Port Authority of New York and New Jersey, which operates the station, said.
"Emergency Medical Services arrived on the scene and within a couple of minutes the woman delivered a baby girl," it added.
Asenat, her parents and her two-year-old brother were transported to Beekman Downtown Hospital in lower Manhattan.
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Joe Pentangelo, a spokesman for the Port Authority, said she was the first baby born at the World Trade Center since original twin towers were destroyed in the September 11, 2001, attacks.
The World Trade Center PATH station has direct commuter rail links to Hoboken and Newark in neighboring New Jersey.
The rebuilt World Trade Center is the tallest building in the Western hemisphere and welcomed its first tenants last year.