The incident happened around 12:56 a.m. in the area of Dickey Road and Park Street.
The woman, 21, and her boyfriend, 25, were driving home from Chicago when they started arguing, police said.
During the argument the woman reportedly opened the front passenger door and jumped out of the vehicle.
The boyfriend immediately stopped and saw the woman unconscious on the street, police said.
Other drivers witnessed the incident and called 911.
When officers arrived multiple people were performing CPR on the woman who was bleeding from her head.
Officers took over CPR compressions until medics arrived. She was taken to the hospital where she later died.
It is unknown how fast the vehicle was going when the incident happened.
East Chicago police is treating the case as a death investigation. No further information was available.