It happened after 2 a.m. Thursday morning on Highway 41 near Road 208.
Officers tell Action News a man was driving southbound on Highway 41 when the woman suddenly appeared in the roadway.
The driver told officers he didn't have time to react before hitting the woman.
He then called 911.
Investigators say they do not know the identity of the victim because she had no ID.
They are also trying to figure out where she came from.
Highway 41 was closed for about an hour Thursday morning but it has since reopened in both directions.