Paramedics were called to the Dark Arches, off Neville Street, yesterday morning when a member of the public reported concerns for a person seen collapsed there.
The woman, who is yet to be identified, was found to have died.
Police said her death was not being treated as suspicious, but they were keen to speak to any with information that might help to identify the woman and establish the circumstances.
Initial enquiries suggested that three other homeless people had been with the woman in the Dark Arches in the time leading up to her death.
Contact Leeds District CID via 101, quoting log number 326 of January 8