It happened at about 9am on Friday, May 14 on the A642 Wakefield Road at Waterloo.
A beige Fiat Panda had crashed into a taxi before then crashing into the wall and the woman.
Despite treatment it was confirmed the victim, a woman in her 50s, had died at the scene as a result of injuries she sustained.
The 71-year-old male driver of the car has been arrested in connection with the incident.
The road was closed in both directions.
Police say it is likely to remain closed for most of the day while a full investigation is carried out at the scene.
Detective Inspector Paul Conroy of MCET, said: “This has been a dreadful incident in which a woman has lost her life, and specialist officers are working to support her family.
“We are carrying out a full investigation into the circumstances of what took place and due to the seriousness of the collision, road closures will remain in place at the scene through much of today.
“I am appealing for witnesses who saw the incident or who saw the manner in which the Fiat Panda was being driven just before the collision.
“Anyone who has information phone or dashcam footage of the crash is asked to contact MCET on 101 referencing police log 0379 of May 14.
“Information can also be given online at www.westyorkshire.police/101livechat "