At around 4.20pm on Friday, police were called after the boy, possibly aged around two or three years old, walked into a shop on Belle Green Lane in Higher Ince in Wigan, on his own.
Greater Manchester Police said they had identified a parent and the boy, who had not been reported missing, was safe and doing well.
The force said a woman was arrested on suspicion of neglecting a child and was being interviewed by officers.
Enquiries were ongoing to understand how the boy came to be on his own, police added.
Inspector Nicola Williams, from GMP's Wigan borough, said the child was appropriately dressed for the cold weather and was playing in the police station after having a nap, while officers tried to find his parents or guardians.