A West Yorkshire Police spokesman said emergency services were called to Bath Road, near Leeds city centre, at about 3.05am on Tuesday, December 28.
They were called to reports of a woman who was seriously unwell.
Paramedics attended but the woman died.
Police enquiries into the death are ongoing.
Bath Road was closed but the police cordon has been removed as of 2.30pm.
The West Yorkshire Police statement said: "Emergency services were called to Bath Road, Leeds at about 3.05am to a report of a woman suffering a medical episode.
"Police and paramedics attended but the woman passed away at the scene.
"Enquiries into the death remain ongoing today".
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