A commuter on the Montreal Metro filmed the incident and posted it on YouTube.
The disturbing clip shows appalled passengers looking on while the woman pulls the bird from a plastic bag, plucks it and starts eating.
"I'm going to vomit," the video's recorder can be heard saying.
"She was eating a raw bird inside the train and there's people that were disgusted by this incident," Montreal police spokesman Const. Manuel Couture told CBC News.
The woman could be charged with disturbing the peace, although it's been speculated she has a mental illness.
"We'll start by finding her, then doing an interview with her," Couture told the QMI Agency. "Then we'll see if we'll go for psychiatric care, criminal (charges), or both."