Police officials, however, rejected the allegation claiming it was just an attempt to create pressure by the accused's family.
The matter will now be investigated by a senior officer, officials said.
The alleged incident occurred this morning in Virar village under the Kama police station area where a police party had gone to arrest a man named Saddam.
"The police team raided the house and caught Saddam. When they were returning with the accused, his family members alleged that a newborn baby boy was crushed to death under the feet of a policeman during the action," SP, Bharatpur, Anil Tank, told PTI.
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"The matter will be investigated by a senior administrative officer," Tank said.
The body of the infant was handed over to family members after postmortem by a medical board, the SP added.
SHO, Kama police station, Rakesh Kumar claimed that the allegation had been levelled to create pressure.
"Saddam was wanted in a case of attempt to murder. His family members levelled the allegations to put pressure on police. The infant was the nephew of Saddam," he said.