Authorities said it happened around 11 p.m. in the 1600 block of E. Millbrook Road.
Officers found Jessica Davis, 38, suffering from serious injuries. Davis later died from her injuries.
East Millbrook Road was closed between Memory Lane and Old Wake Forest Road while officers investigated.
According to a wreck report by Raleigh police, Davis was crossing E. Millbrook Road at an unmarked location and failed to yield to the right of way to a car traveling east.
Police said the driver of the vehicle did not attempt to avoid striking Davis. Davis crossed over four lanes before she was hit in the far right lane.
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