Joyce Schneider says she was driving north on the Major Deegan when she suddenly heard a loud pop.
She then saw a hole in the back windshield just above her daughter's carseat.
She panicked and pulled over.
Schneider says she thinks something came into the car, either a small rock or a b-b gun pellet.
Her 9-month-old daughter wasn't hurt.
Police are now trying to figure out exactly what happened.