The event took place at 1638 IST (1108 GMT) just northeast of Madagascar over the Indian Ocean, according to the US space agency NASA's television network.
Once Cygnus approached the orbiting lab, the space station's robotic arm reached out and grabbed the incoming cargo carrier.
US astronaut Mike Hopkins and his Japanese colleague Koichi Wakata operated the space lab's 57-foot Canadian-made mechanical arm, known as the Canadarm.
"Basically capturing something that is free-floating in space right next to you going so fast ... With so much at stake, that is the tricky part," said astronaut Cady Coleman, who narrated the capture from Earth for NASA TV.