The woman, aged around 25 years, was found dead in the coach of the Dibrugarh-Amritsar Express. Her body was taken off at Ghazipur railway station, said a Government Railway Police (GRP) official.
The body was lying in a pool of blood and the throat had been slit using a sharp edged weapon, railway police said.
Passengers of the train, that links Guwahati in Assam to Amritsar in Punjab, told investigators that the victim was accompanied by a man but he had gone missing.
The woman and her companion dined at Barauni in Bihar and later the woman left for the wash room and the man went behind her, passengers told police.
The body was lying in a pool of blood and the throat had been slit.
A bag was found on the woman's seat but it did not carry any identity card or rail ticket, an official said.
A badge of the paramilitary Central Industrial Security Force was found lying near the bag, police said.