The woman, between the ages of 45 and 50 years old, was traveling southbound in the 3200-block of North Lake Shore Drive when her car rolled over after she hit a cement barrier.
The incident occurred at about 3 p.m.
She was hospitalized in critical condition to Illinois Masonic Hospital, but later died, according to police and the Cook County Medical Examiner's Office.
The victim's identity was not immediately released.