Naval Petty Officer Second Class Adam May was home just a couple of hours on Tuesday, when his wife started having contractions.
They headed to the naval hospital in Pensacola, Fla. but baby Melanie Chanel wouldn't wait. May said he was driving with his wife screaming "the baby is coming right now."
With one hand on the wheel, he caught the baby with the other. His wife Rachael also grabbed her and cradled her close the rest of the way.
"The funny thing about this whole situation was everybody was saying she's going to make it, she's going to wait until dad comes home," said May's wife Rachael. "And I'll be darn, she came exactly the same day, well not the same day, but within less than 24 hours of daddy getting here."
The whole May family is doing fine.
CNN contributed to this story.