It happened near the 49th Street Station by the inbound SEPTA Media/Elwyn Line train.
Service was suspended on that line due to the investigation, but has since resumed.
There is no word yet on the woman's identity, or how she ended up on the tracks.
However, on Friday afternoon, police said this was not intentional and it is being investigated as an accident.
The view from Chopper 6 HD showed the train stopped and a number of police on the scene.