Police said the 35-year-old Romanian woman had gone into labor at about 2.30 a.m. in an Italian square just meters (yards) away from the Vatican.
An Italian policewoman, Maria Capone, helped deliver the baby, a girl, and her colleagues covered both with their jackets until an ambulance arrived.
“I think it was close to zero,” Capone told Italian television.
“The baby regained color on her face after we covered her,” another policeman said.
The head of Pope’s Francis’ charity office, Archbishop Konrad Krajewski, later visited the woman and baby in a hospital a few blocks away and offered her one-year’s free accommodation in a Church-owned apartment, the Vatican spokesman said.
He said Krajewski knew the woman and her partner, also a Romanian, because they use showers and food services the Vatican has started to help the growing number of homeless in the area.