NSW's newest baby rhino weighed almost 40 kilograms at birth but nevertheless "slipped out like a cake of soap".

The southern black rhino calf, born at Dubbo's Taronga Western Plains Zoo on October 31, is yet to be named but has already developed an active and inquisitive personality, his keepers say.

The southern black rhino calf, seen with his mother Bakhita was born at Dubbo's Taronga Western Plains Zoo on Halloween. Credit:AAP via Taronga Zoo/Rick Stevens

The calf was born to mother Bakhita and father Kwanzaa on Halloween when a 15-month pregnancy ended with a quick birth in the early hours of the morning.

"It all happens pretty quickly," keeper Scott Smith said on Tuesday.