Police and ambulance crews have cordoned off the car park in St Peter's Road in Peterborough city centre this morning, Monday March 5.
The area, directly behind Peterborough Town Hall should be avoided while emergency services deal with the incident.
UPDATE: A Cambridgeshire Police spokesman said: "At 7.34am police attended a medical episode at St Peter’s Road, Peterborough."
A spokesman for the East of England Ambulance Service said: "We were called just after 7am today to a report of a woman who was not breathing.
"An ambulance crew, rapid response vehicle, and ambulance officer were dispatched to the scene.
"Sadly, the patient died at the scene."