A police spokeswoman identifies the victim as 67-year-old Carmen Tanco.
Tanco's cousin News 12 cameraman Angel Vargas says when she didn't show up for work Wednesday his family started a frantic search.
Another victim who died was Hunter College security officer Griselde Camacho. The identity of the third hasn't been disclosed.
A gas leak is being blamed for the explosion, which injured more than 60 people. Nine people are unaccounted for.
The East Harlem explosion shattered windows a block away, cast a plume of smoke over the skyline and sent people running into the streets.