West Midlands Police say she was seen walking along Shannon Road just before ten past five.
They say the baby boy was possibly only hours old when he was found, clothed and wrapped in a blanket. He is now being cared for in hospital where he is healthy and doing well.
In a statement, the force said: "We’re very concerned for her and want to check she is doing okay, both physically and mentally.
"This is our only concern right now, giving birth is a big thing and we’re concerned she will need medical help."