It happened Sunday shortly after 5 a.m.
According to the Los Angeles Police Department, the train stopped at Hollywood Boulevard and Vine Street when the suspect shot the victim and took off.
The woman was found inside the train with several gunshot wounds. She was rushed to the hospital where she later died.
Witnesses told investigators they saw an agitated suspect pacing on the train. They said he had a verbal argument with the victim, who was sitting near him.
The male suspect was seen wearing a blue jacket and blue shorts. Police say he was wearing a dark hat and a surgical mask.
Anyone with information is urged to contact LAPD's West Bureau homicide investigators at (213)382-9470. If you wish to remain anonymous, you can call Crime Stoppers at 800-222-TIPS (8477)