West Yorkshire Police officers were called by paramedics to a flat off Raikes Lane, Birstall at five past midnight to a report of an assault on a woman.
They found a 19-year-old female who was none responsive. Despite medical attention by paramedics she died at the scene.
Officers arrested two men aged 20 and 19 and two women aged 23 and 17 on suspicion of murder.
All four remain in police custody for questioning.
Detective Superintendent Jim Griffiths of the Homicide and Major Enquiry Team, said: “Police are continuing enquiries into this incident this morning and have launched a murder investigation.
“We continue to question four persons who remain in police custody in connection with the death.
“I would ask anyone who may have information about what occurred who we have not spoken with to contact the Homicide and Major Enquiry Team on 101 referencing crime number 13190122732.
“Information can also be given to the independent Crimestoppers charity anonymously on 0800 55 111.”