The woman got hurt at Universitetet subway station in northern Stockholm during the morning rush hour, as her foot became stuck in one of the stairs.
A picture published in the Aftonbladet newspaper
appears to show that the accident occurred at the top of the escalator.
"I think her foot went all the way in," one witness told the paper.
"There were a few of us who helped pull her out and then we called the ambulance immediately. She was really screaming and looked to be in a lot of pain."
The extent of the woman's injuries remain unknown.
Storstockholms Lokaltrafik (SL) which operates Stockholm's subway, closed down the escalator, and are yet to reveal exactly what went wrong.
"It's unfortunate that someone had hurt themselves like this...and we are trying to ind out exactly what happened," SL spokesman Christoffer Hoffmann told the TT news agency.
"But after the accident earlier this year we have tightened our routines when it comes to the escalators."
Almost 40 escalators were then closed down across the Swedish capital while staff carried out investigations and maintenance work.
Thursday's accident comes after promises from SL that the Stockholm escalators were fixed.
"Our manufacturers have installed beams with special sensors under all the steps. So if one step comes off, like when the accident happened, it cannot fall down. It stops after a couple of millimetres and pushes the ledge so that the escalator stops immediately," Suss Forssman Thullberg, communications director of SL, told Swedish Radio in March