The incident took place at around mid-noon when the victim, identified as Priya Khandelwal, aged around 28 years, jumped off from the Metro station and fell on the road.
The victim was taken to a private hospital in a critical condition. She died in the evening, they said.
Police officials are probing the incident to ascertain the reasons behind the victim taking the drastic step.
The woman used to work at HDFC Bank, Deputy Commissioner of Police (East) Maheshwer Dayal said. PTI Corr RAI