Officers responded to the Red Line platform at around 5:45 a.m. after a report of a person on the tracks.
When officers and the fire department went underground at the Roosevelt and State Street stop, they found a 35-year-old woman dead on the train tracks in a restricted area.
The CTA said a train operator saw the woman on the tracks as it was leaving the station and the power was immediately cut.
The woman was under a rail and police said she showed signs of being electrocuted. The entrance and exit to the stop was shut down for hours while police investigated.
It's unclear exactly how she got onto the tracks.
Two CTA employees were transported to Mercy Hospital after suffering panic attacks.
Police are conducting a death investigation, but do not suspect foul play.
CTA Red Line trains were diverted to the elevated tracks after the incident. Shortly after 6:30 a.m. trains resumed running in the subway.