Officers were called to the building at 5.20pm amid reports the woman had fallen from the roof of the station's car park.
"Emergency services attended and found the body of a woman thought to be in her 60s close to the central bus station," a spokeswoman for Lancashire Police said in a statement.
"She has yet to be identified, however her death is not being treated as suspicious.
"A post mortem examination will be carried out in due course."
In September, a 49-year-old woman died after falling from the top of the Grade II listed building, leading to calls for the top level of the car park to be fenced off.