The woman was proud of the achievement, posting the video to Facebook with the comment: "first one to shake thur ass in the harbor bridge".
She also jubilantly addresses the camera after the dance with an expletive-laden celebration of her efforts.
In a comment posted below the video, she also threatens to perform the dance again, writing: "How bout tht I'm a do it again".
Tāmaki Makaurau Road Policing Manager Scott Webb told the Herald that police are making enquiries into the video.
"We take instances such as this seriously and Police are following strong lines of enquiry in relation to the individuals involved," he said.
"In general, motorists should only ever stop on the motorway in the event of an emergency. We encourage anyone who witnesses any dangerous or reckless driving behaviour that puts other motorists at risk to notify Police immediately by phoning 111."
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The daily average number of cars that cross the bridge is around 154,000, with the maximum speed limit set at 80km/h.
The bridge has played hosts to stunts before, most notably in 2013 when late Kiwi stuntman Johnny Danger climbed onto the roof of a taxi as it crossed the bridge.
Others have pulled wheelies on Harley Davidsons, taken electric scooters across and hung out of car boots to film.