Port Chester Police Officer Thomas Krempa was on bike patrol around 10 a.m. Tuesday when he saw a commotion at the Metro-North station.
A man was lying on the platform. He pulled the girl off the tracks, handed her to Krempa and walked away.
Krempa tells the Journal News that the child stopped crying "once everyone calmed down." She was treated for a scraped knee and a bump on her head.
Police say the girl apparently got ahead of her mother, who was struggling with luggage.
Police did not name the family but said they're from Bridgeport, Conn.
The little girl's fourth birthday is on July 18.