Westchester police said the mail carrier was approached in the 1900-block of Norfolk Street by a person armed with a handgun and wearing a ski mask.
The suspect demanded the carrier's postal box key and then fled the scene in a red BMW.
Westchester Police Chief Daniel Babich said postal carriers are being targeted to gain access to mailboxes to obtain personal identity information.
The Westchester Police Department said it has increased patrols during delivery times.
Similar crimes have been reported in Chicago and other nearby suburbs over the past few months.