According to police, the incident took place around 3.40 PM at Janakpuri East metro station.
A senior police official said that the woman left a seven-page suicide note, in which she mentioned that she was suffering from severe depression and that no one should be blamed for her action.
The woman was a resident of west Delhi's Uttam Nagar. She was pulled out from the track immediately and rushed to a nearby hospital, where she was declared brought dead.
The official added that after the incident, the train service on the stretch was affected for a few minutes.