Police were called to Westfield Parramatta, in Sydney’s West, at about 1.05pm where they found the woman.
According to reports posted by terrified shoppers online, she had fallen from an upper level of the shopping centre to the ground floor.
A woman posting online said the woman landed near her and nearby children.
The woman said barriers were erected around the woman.
Police told news.com.au when they arrived at the scene the woman was unable to be revived.
She has not yet been identified, according to police.
Inquiries are continuing.
Scntre Group who operates Westfield Parramatta has been contacted for comment.
If you or someone you know needs help, contact Lifeline on 13 11 14
More to come