She was declared "brought dead" when taken to a hospital, the police said.
Kalpana Bardhan, a resident of Bijoygarh, who had been depressed for sometime after her husband died, went to Netaji Sishu Udyan early in the morning and poured kerosene over her body before lighting a fire, the police said.
In flames all over, the woman shouted desperately for help, but no one ventured near her, the police said adding that someone dialled the police helpline.
The body has been sent for post-mortem, the police said.
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