“Our community is angry,” said Lucia King, spokeswoman for the 20,000-strong community in Rome.
“It is absurd that a person can be attacked in broad daylight, near a police station. How is this possible?” she told the Adnkronos news agency.
The victim, 20-year-old Zhang Yao, had been studying at Rome's Academy of Fine Arts.
She disappeared on Monday near the immigration bureau in the east of the Italian capital, where she had gone to renew her visa.
A friend she shared an apartment with said Zhang had phoned her on Monday saying she had been robbed of her bag and that she was pursuing her attackers.
CCTV footage showed the young woman surrounded by three shadowy figures thought to have been her assailants.
Zhang is believed to have followed the attackers along a railway siding but was eventually hit by a train, according to first enquiries.
Her body was discovered on Friday morning in undergrowth near the railway track.
Her parents travelled to Rome to identify the body.
The Chinese embassy in Rome urged Chinese students in Italy to redouble their vigilance.