The woman, identified as Anita Jat, jumped before the Jodhpur-Indore Intercity Express after she reportedly had a quarrel with her husband Prem Chand Jat over his dowry demands.
Later, the body was shifted to a hospital for post-mortem examination and handed over to her parents, Nawan police station SHO Mahaveer Singh said.
"The parents of the woman alleged that she was being tormented by her husband and his family members over dowry," he said.
A case has been registered against Prem Chand and his parents, under sections 304 (B) (dowry death) and 498 (A) (husband or relative of husband of a woman subjecting her to cruelty).
However, no arrests have been made so far in connection with this.