The incident was reported from Aurobindo Ashram in Malavya Nagar yesterday and the deceased has been identified as Robert Vanerik.
The body was sent to AIIMS for post mortem and experts said her death was due to natural causes. The body has been flown to France.
Vanerik, who was associated with the Aurobindo Ashram for the past 25 years, had arrived in India on July 17.
Her room was found locked from inside and police were informed that a foul smell was emanating from the room. Police broke open the door and found her body in the washroom.
"It is a natural death. Her room was found locked from inside. There is no foul play," a senior police official said.