Sangye Tso died after setting herself on fire in Zhouni, a Tibetan-majority area of the northwestern Chinese province of Gansu, sources told Radio Free Asia (RFA), which is backed by the US government.
The Washington-based International Campaign for Tibet (ICT) said the 36-year-old was "believed" to have killed herself in yesterday's protest, which it said was staged outside a "government building".
RFA said her self-immolation took place outside a "Chinese police headquarters". It is the 141st such act in Tibet and elsewhere since 2009, most of them fatal, it said.
However, an official in Zhouni, in Gannan prefecture, denied the immolation had taken place.
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"No, it didn't happen at all," he told AFP.
The reports come after a father-of-four was last week said to have set himself on fire in the southwestern Chinese province of Sichuan, which is also home to many Tibetans.
Many Tibetans accuse the central government of religious repression and eroding their culture, as China's majority Han ethnic group increasingly moves into historically Tibetan areas.
Beijing condemns the self-immolation protests and blames them on exiled Tibetan leader the Dalai Lama, saying he uses them to further a separatist agenda.
The Dalai Lama, a Nobel Peace laureate who has lived in India since 1959 after a failed uprising in Tibet, has described the burnings as acts of desperation that he is powerless to stop.