Tropical Depression Seven formed Wednesday over the Tropical Atlantic with maximum winds of 35 miles per hour.
The National Hurricane Center said the depression could strengthen into Tropical Storm Fiona by Wednesday night or Thursday.
The system is expected to head mainly westward over the coming days.
"The system is expected to move through the Leeward Islands on Friday or Friday night, bringing heavy rainfall and possible wind impacts," said the NHC. "The system could move near or over portions of the Virgin Islands, Puerto Rico, and Hispaniola this weekend and early next week, potentially bringing heavy rainfall and some wind impacts to these areas, and interests there should monitor the progress of the depression."
There is no immediate threat to the mainland of the United States, including the Gulf Coast.
The 2022 Atlantic hurricane season ends November 30.