Police remain at the scene and will stay there into the evening to complete a scene examination.
Detective Senior Sergeant Armstrong thanked the public for their assistance and urged anyone with information to contact the Operation Pompano investigation team on 09 302 6557.
Earlier today, a witness said the attack happened outside the entrance to the Wilson Parking building at about 2.45pm.
Employees from a nearby store said they heard a woman screaming. They then heard a man screaming but didn't leave the store because they were attending to customers.
The scene outside the Wilson Parking building on Auckland's Anzac Ave where the woman was stabbed. Photo / Dean Purcell
Bystander Abhi said he saw a woman lying down on the ground.