Delyth Jones, 25, thought she was suffering from appendicitis when her contractions started and gave birth to Harry half an hour later.
Paramedics who had been taking her to a maternity ward were forced to stop at the store where her sister Kate also works in Pwllheli, Wales.
Meanwhile her partner Dean Stawman, 26, finished his shift there oblivious to the drama that was unfolding just feet away.
He only found out he was a new dad when he got home, WalesLive reports.
Delyth said: "I've had a pain like that before and had been rushed in before, so assumed it was something similar. I phoned my mum and sister thinking it could be back so they came over to help me.
"When they got there the pain changed and the next thing I knew I was on the floor. Then half an hour later he was born."
Kate said: "We rushed over to help because she wasn't feeling well and we thought it was appendicitis.
"At one point she said, 'I think I'm having a baby', and we laughed. So it was quite a shock when it turned out she was right. She really had no idea she was pregnant. She wasn't showing and didn't feel the baby move."
Delyth said she knew the ambulance had stopped at Asda, but everything happened so quickly after that.
She didn't have time for any pain relief – "just a couple of gulps of gas and air" – before Harry was born, weighing in at a healthy 7lbs 7oz.
Delyth and Harry were taken to Bangor Hospital for checks, but were home within 24 hours.
She said: "We were going through Pwllheli in the ambulance when they said we were going to have to stop.
"The community midwife was around and jumped in the ambulance at Asda and 10 minutes later he was delivered.
"I said to them, 'Tell me I haven't just given birth in Asda' and they said I had – and that it would be listed as his place of birth on his birth certificate.
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