Ashburton Sergeant Steve Burgerhout said members of the public had contacted police earlier after becoming concerned by the woman's behaviour.
The Guardian understands the woman's vehicle may have been parked on railway lines in the Ashburton town centre earlier in the morning, and police were called then.
A police car then pursued the woman's vehicle but the pursuit was abandoned at Tinwald, just south of the Ashburton River bridge. Witnesses reported seeing the woman's vehicle driving at at high speed through Tinwald.
Because a pursuit took place in the lead up to the woman's death, an Independent Police Conduct Authority investigation was under way, Mr Burgerhout said.
The train driver managed to stop the train a couple of hundred metres down the tracks after impact. He was shaken by the incident.
"It's worst nightmare stuff for someone like that,'' Mr Burgerhout said.
The woman's death has been referred to the coroner.