Police are appealing for witnesses to the incident to come forward.
Although the woman has not yet been formally identified, her next of kin have been informed.
More top news
One of London's smallest houses with just four rooms has gone on sale in Chelsea for over half a million pounds.
There are more tube strikes this week on the Central and Waterloo & City lines - here's what you need to know to avoid the worst of it.
Police are searching for a suspect after a man was seriously assaulted at the District Line tube station earlier this month.