Police were called to Wellington Street shortly before 2am to reports of a casualty.
Paramedics were also called, but the woman was sadly pronounced dead later in hospital.
British Transport Police detectives are investigating and are appealing for witnesses to come forward.
They are still working to establish the full circumstances behind the woman's death.
DI Gary Pinner said: "A full and thorough investigation into the incident is now underway.
"We're appealing to anyone who may have witnessed the incident or was in the area around the time before the incident occurred, as well as anyone who has any footage caught on a mobile phone or CCTV camera."
"Anyone with information can contact BTP by texting 61016 or calling 0800 40 50 40 quoting reference 74 of 08/08/21."
Support the YEP and become a subscriber today. Enjoy unlimited access to local news and the latest on Leeds United. With a digital subscription, you see fewer ads, enjoy faster load times, and get access to exclusive newsletters and content. Click here to subscrib