Officers were called to the building in Stamford on Tuesday night.
The Advocate of Stamford reports that the 42-year-old fell from her balcony and was brought to a hospital. Her condition hasn't been released.
Police are investigating whether it was an accident, a suicide attempt or something else. The woman's name hasn't been disclosed.
Building security guard Jelanee Allen says he heard the woman scream and it sounded like she fell by accident.
Allen says the woman was conscious and responding to people talking to her after she fell.
Stamford is about 35 miles northeast of New York City.