Ambulance staff spent 40 minutes trying to resuscitate the woman.
Chief doctor Mikhail Danilov said she died from "hypothermia", but could have survived if she received medical care instead of being taken to the morgue.
A police investigation is now underway into her death.
A health official said the policeman at the scene had broken rules by failing to call an ambulance and instead certifying the woman as dead himself.
"The police officer did not call for an ambulance, as required by instructions," said an official.
"He certified the death on his own, called the undertaker and sent the body to the morgue without accompanying documents."