Claire Harper, 41, had been detained by West Yorkshire Police in the early hours of Sunday and was being held at Trafalgar House Police Station, Bradford.
The Independent Office for Police Conduct (IOPC) - formerly the Independent Police Complaints Commission - said that Miss Harper was found was found unconscious and unresponsive in her custody cell at around 12.30pm.
An ambulance was called and Miss Harper was transferred to Bradford Royal Infirmary, but she could not be revived.
IOPC investigators attended the custody suite and observed post incident procedures on Sunday.
Since then, they have been carrying out their initial evidence gathering.
Operations Manager Catherine Bates said: “We would like to offer our sympathies to Claire’s family and friends and everyone affected by this tragic incident. We have been in contact with Claire’s family to keep them informed and provide them with our support during this difficult time.
"Whenever someone dies following contact with the police, it is automatically referred to us. This is a very serious incident and we will be investigating the contact West Yorkshire Police had with Claire prior to her death.”