The 20-year-old woman was standing on the platform at a station in Toulon in southern France when her dog got away from her just as a TGV train was approaching on Monday.
She bolted out onto the tracks in an effort to catch the dog, but she apparently didn't see the train coming as it hurtled through the station at 140 km/h (87 MPH), the French media reported.
There were 600 people aboard the TGV, which was traveling from Nice to Paris, but France's state rail service SNCF didn't report any injuries.
There have been a string of tragic rail fatalities recently in France, including a young man killed by a train after falling asleep on the tracks.
Earlier this year The Local also reported on a high-speed train that pulled into a station in eastern France with the body of a dead cyclist stuck to its front.