Officials said a 33-year-old woman and her young daughter were riding on a train when the suspect boarded.
The mother told the girl to sit down, and that's when she said the suspect slid his hand under daughter's rear.
When the mother confronted him, he threatened to shoot her.
She recorded video of the suspect, then took her child and moved to another train car.
Police described the suspect as a black man who is approximately 6 feet tall with dreadlocks, a beard and a medium build. He was last seen wearing green overcoat, gray sweatpants and white sneakers.