Rescue Care spokesperson Garrith Jamieson said the woman was running away from a group of protesters on the roof of the building when she plunged three metres to the ground.
It has not yet been established whether the woman was a shop owner or an employee.
Two men who were also trying to escape the mob on the roof also fell through and suffered serious injuries.
"Paramedics found the woman in a state of cardiac arrest due to the injuries sustained. There was nothing more they could do for her. She was declared dead at the scene."
Jamieson described the situation around the China Mall as "extremely hostile". Police were trying to contain the situation.
He said the injured men were receiving medical treatment on the scene.