A doctor had been called to Unst, the most northerly inhabited island of the UK in the early hours of this morning (December 11).
The helicopter crew landed at 6am, where it collected the expectant mother and father.
The baby boy was born on board the helicopter while up in the air at 6.30am. The child weighed in at just over 7lbs.
The helicopter soon landed in Lerwick at 6.40am, where the baby was taken to hospital, reports BBC News.
Shetland Coastguard watch manager Alex Dodge said: "This is the first time that a baby has been delivered on the coastguard search and rescue helicopter based at Sumburgh in the Shetland islands.
"We would like to congratulate the mother and father on the birth of their son, who is reported to be doing well."
Winchman and paramedic Marcus Wigfull delivered the baby with winch operator Freidie Manson.
The child was born directly above a place named Lunna Holm.