Chief Medical Officer Dr Brima Kargbo confirmed to the Associated Press that Dr Olivet Buck has died.
Sierra Leone had requested funds from the World Health Organization to evacuate the doctor to Germany on Friday.
WHO said that it could not meet the request but instead would work to give Buck "the best care possible" in Sierra Leone, including access to experimental drugs.
More than 300 health workers have become infected with Ebola in Guinea, Liberia and Sierra Leone. According to WHO, nearly half of them have died.