The accident happened at about 5 am on New Year's Day at a station just one stop from where revelers gather in Times Square to celebrate at midnight.
Police say the victim was in her 20s. Her name wasn't released.
Subway deaths are common in the city. Last year, according to a report in the Daily News, there was about a fatality a week. But track deaths have been getting extra scrutiny in recent weeks after two men were pushed to their deaths in December