The woman was slightly injured and was taken to a hospital, the official Xinhua News Agency said. It did not identify her.
China's capital has been tightening security ahead of the country's Oct 1 celebration of 60 years of Communist rule. Just hours before the attack, the area had been shut down for a military parade rehearsal, with armed tactical police units and paramilitary police lining avenues around the square.
On Thursday, another knife-wielding man stabbed two guards to death and wounded 14 in the same area.
There was no immediate indication the two attacks were related.