The heavily pregnant woman - an asylum seeker who has been living in Vienna for some time - was waiting for an U6 train to Floridsdorf shortly before midnight when she went into labour.
Witnesses said that everything happened very quickly and that by the time the paramedics arrived the woman had already given birth on a platform bench - with the help of some fellow travellers.
Vienna ambulance service spokesman Andreas Huber said that the woman was taken by surprise when she started having contractions. "She was lying on a bench and already had the baby in her arms when we arrived," he said.
The mother and her newborn were both taken to hospital and are said to be doing well.