It begins at the border between Westchester County and the Bronx, as the continuation of the Henry Hudson Parkway leaving New York City, and heads generally northeastward to an interchange with Interstate 684 (I-684).

Passing Tibbetts Lake, the Saw Mill River winds northward alongside the railroad grade as a six-lane freeway as it enters Exit 4, which serves as the western terminus of the Cross County Parkway.

Immediately after the Cross County, the parkway narrows to four lanes, and Exit 5 forks off on a 180-degree turn for Yonkers Avenue and nearby Dunwoodie Golf Course.

[3] Winding northward through Yonkers, the Saw Mill River Parkway enters Exit 7, a ramp to NY 9A and Tuckahoe Road via Rossiter Avenue.

Just north of Exit 11, the Saw Mill River Parkway crosses the city line and enters the town of Hastings-on-Hudson.

In Hastings-on-Hudson, the Saw Mill enters Exit 12, an at-grade interchange with the southern terminus of Farragut Parkway (NY 987J).

Keeping in close contact with NY 9A, the Saw Mill River and the railroad grade, Exit 14 splits off southbound at Clarence Avenue.

Exit 15 also forks off southbound at an intersection with Cliff Street before the Saw Mill River Parkway crosses into Dobbs Ferry.

In Dobbs Ferry, the parkway enters Exit 17, the first full interchange since Tuckahoe Road, connecting to Ashford Avenue and NY 9A.

[3] Continuing northbound through Dobbs Ferry, the southbound parkway enters an intersection with Cyrus Field Road before crossing into Irvington.

After turning northbound, the parkway enters the Eastview section of Greenburgh, reaching Exit 23, which serves Old Saw Mill River Road.

In Mount Pleasant, the parkway enters Exit 25 northbound, a small ramp to NY 9A (Saw Mill River Road).

Exit 26, just to the east of NY 9A/NY 100, services the Taconic State and Sprain Brook Parkways in the center of Graham Hills County Park via several flyover ramps.

[3] The Saw Mill River Parkway crosses northeast through Graham Hills County Park, paralleling the Harlem Line and NY 141 through Mount Pleasant.

The parkway runs along a short westbound stretch as a four-lane expressway, crossing into the village of Pleasantville.

Running along a hillside in New Castle, the parkway becomes a divided highway for a short distance, becoming a two-lane roadway northbound.

No interchange is present along this stretch and the lanes come back together just south of Exit 33, an at-grade intersection with Reader's Digest Road.