Seema Vijawargiya (38), resident of Seoni Malwa town, died last evening at LBS Hospital, said Health Director Dr Ashok Sharma.
The Health Department has issued a high alert and hospitals have been asked to keep adequate stock of medicines.
One person was undergoing treatment for the infection in Bhopal while two others were suspect cases as of now, Health Department sources said.
Across the state, 12 persons have been identified as swine flu patients.