Shortly after midnight two Algerian men noticed the woman in a violent argument with two men and went to help her.
The four men got into a brawl and one of them pulled out a knife. "He attacked both the Algerians," police spokeswoman Michaela Rossmann said. After the attack the pair fled from the scene.
Both stabbing victims were taken to hospital by ambulance, but the 37-year-old died of his injuries on Friday morning.
His 35-year-old friend is not yet in a state to be questioned, Rossmann said. The woman who the men went to help will be questioned on Friday.