Niyat Berhane Teklemariam, 21, died from a stab wound to the neck at an address in Ambleside Road, in Harlesden, north-west London.
Her body was found at 12.07pm on October 10.
Scotland Yard said no suspects are being sought after Amanuel Amahatsion, 38, died at Green Park London Underground station at around 12.19pm the same day.
The force said his death is not being treated as suspicious.
The Metropolitan Police said the pair are known to each other and their deaths are being treated as linked.