The woman, believed to be aged in her 30s, is understood to have been injured when a dumper overturned in Dollis Hill Avenue.
Scotland Yard said she was rushed to a north London hospital where she died a short time later.
A police spokesman added: “Officers are working to establish the full circumstances of what happened.
“Next of kin have been informed. We await formal identification.
“The incident is not being treated as suspicious and there have been no arrests.
“Road closures have been put in place. Enquiries continue.”
Anyone with any information or who witnessed the incident is asked to call police on 101 quoting 2122 of 14 May.
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