The incident took place at 1.18 pm, as the CST-Asangaon fast local train rolled into the platform.
The Government Railway Police (GRP) rushed the woman to Rajawadi hospital where she was declared dead upon arrival.
The police have been unable to identify her, owing to the absence of any documents or identity on her person.
“We only have with us the saree and chappals she wore, as she did not carry any identification proof. We will be announcing her physical details on our wireless. If anyone has reported her missing anywhere, they can be called in to identify her and claim the body,” said Shivaji Dhumal, senior police inspector, Kurla GRP.
Eyewitnesses told the GRP officials that the woman had been sitting in one of the benches.
When she saw the train approaching, she rushed forward and jumped, hitting the moving train. She sustained injuries on her head and legs.
The officers will be examining the CCTV footage of the incident to identify her.
An accidental death report has been registered under Section 174 of the CrPC.
“We have asked for the footage of the CCTV camera and we will get it by tomorrow. If her photo has been recorded by the camera, we will display the image in different railway stations and different areas,” Dhumal added.
Pics: Sidharth Shukla-Rashami Desai's sizzling chemistry at TV show launch
Ooh La Lana! WWE Diva flaunts sexy curves in these 30 pictures
Photos: Salman Khan returns from Jodhpur to Mumbai
15 'peach' perfect photos of Priyanka Chopra at People's Choice Awards 2017
62 going on 16: These photos of Rekha prove she is 'forever young'