Dense Shelf Water (DSW) formation due to brine rejection in the coastal polynya on the northwestern shelf of the Okhotsk Sea was studied using two bottom moorings during the winter of 1999--2000. A steady salinity and density increase that continued for over a month was observed at the shallower mooring. The maximum density of σ$theta$ = 26.92 kg m-3 was reached during this period. The density increase terminated abruptly in late February, while the active brine rejection continued for several more weeks based on indirect evidence from water properties and ice cover. This termination was possibly due to the onset of baroclinic instability of the density front at the polynya edge facilitating offshore eddy transport of the density anomaly. Observed periodic baroclinic tide intensification events are hypothesized to be an indicator of the presence of such baroclinic eddies. No significant density increase was observed at the deeper, offshore mooring, indicating a robust demarcation of the offshore extent of newly formed DSW. The relatively fresh water of the tidally mixed zone inshore of the shelf front was the precursor of the DSW, aided by the late-autumn offshore transition of the front.