The 52-year-old New South Wales woman died some time in the past week, with the Therapeutic Goods Administration (TGA) saying she died from a clot in her brain.
The Chief Medical Officer described the death as "extremely unfortunate" and said the woman received her vaccine a couple of weeks ago.
"I will point out it's only the second death, with over 3.6 million doses of this vaccine being given across Australia," Paul Kelly said.
In a statement, AstraZeneca said it was "sad to hear" of the woman's passing, and offered its condolences to her family and friends.
"Patient safety remains AstraZeneca's highest priority, and we continue to work closely with the TGA and other regulators around the world as they investigate these very rare cases," it said.
"So we now have 15 cases either confirmed or probably that are that very serious clotting event," the Chief Medical Officer said.