Just after 11:30 p.m., police received a 911 call about an assault in progress on White Plains Road and East 220 Street.
Upon arrival, officers found the 39-year-old woman with stab wounds to her torso.
She died at the hospital.
No arrests have been made.
An investigation is ongoing.
Anyone with information on the incident is asked to call the NYPD's Crime Stoppers Hotline at 1-800-577-TIPS (8477) or for Spanish, 1-888-57-PISTA (74782). The public can also submit their tips by logging onto the Crime Stoppers website at https://crimestoppers.nypdonline.org/, on Twitter @NYPDTips.