Railway officials took over an hour to get her out and she was rushed to hospital, where she allegedly died during treatment due to shock, police said.
"Punam was trying to deboard the train before it had come to a complete halt. During this, she lost her balance and fell in the narrow gap between the train and the platform," station manager R N Trivedi said.
The area of the platform where the woman was stuck had to be broken and the steps attached to the rail coach were also unscrewed to let the women out, he said, adding that the process took over an hour.
The victim's mother and brother were also present on the spot when the incident took place.
No bruises were seen on her body but she had fainted due to shock, they said.
She was taken to a hospital where she died during treatment, police said.
Railway administration is probing the case and has appealed to commuters not to deboard or board from moving trains.