At least 15 vehicles appear to be involved in the crash, at exit 24, the split for the Mosholu Parkway.
Initial reports are that black ice was a factor.
No serious injuries have been reported.
Northbound lanes on the Henry Hudson Parkway are closed for the investigation.
There are also heavy delays on the Saw Mill River Parkway in Westchester County due to rubbernecking.
It was among several accidents Monday morning.
There was also a multi-car crash, with one vehicle overturned, on the southbound Palidades Interstate Parkway in Hillcrest.
Other accidents closed southbound Route 17 in New Jersey at Patterson Hill, and the southbound Saw Mill River Parkway in Mount Kisco.