The victim, identified as Isabel Rios, was found lying on top of the northbound No. 6 train at the Elder Avenue station in the Bronx River section just after 10 p.m.
Authorities say he sustained head trauma after he struck an overhead object, likely a metal support beam.
Witness said they saw him walking between cars to get to the top of one of the subway trains.
The No. 6 line is elevated through the area.