The yet-to-be named baby was born to mum Kambiri and dad Fergus last month and is the first pygmy hippo calf to arrive at the harbourside zoo in more than four years.

She is spending most of her time in an off-exhibit nursery den, under the watchful eye of her mum, learning to walk and swim.

Taronga Unit Supervisor of Ungulates Gabe Virgona said the pair have a shallow pool in their den.

"They were initially hesitant, but just yesterday the calf took her first step into the water. Although it may not seem like a big step to some, it is a massive milestone for mum and calf," she said.

Pygmy hippos are native to West Africa and are generally solitary animals, only coming together for breeding.

There is estimated to be between 2000 to 3000 pygmy hippos remaining in the wild - classifying the species as endangered, with numbers continuing to decline in the wild.

Kambiri and her calf are expected to make their first public appearance in the coming weeks.

Australian Associated Press