The accident happened at about 12:20 a.m. at the Broadway Junction Station in East New York.
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Investigators said the women were returning from a night out and were intoxicated as they walked arm in arm on the subway platform after getting off a train.
One of the women, age 23, stumbled and fell in between two train cars as the southbound A train was leaving the station.
She was struck and killed.
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Her 24-year-old friend, who had been dragged down along with her, suffered a broken arm and was taken to Brookdale Hospital.
The identity of the woman who was killed has not yet been released.
Subway service was suspended for a short time following the accident.
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