The Toronto Special Investigation Unit is looking into the case of an American woman who died from a gunshot wound to the head while she was being pursued by police.

SIU investigators say the woman's boyfriend called police on Sunday to report that his girlfriend was distraught and left his home with a loaded handgun.

Police attempted to pull over the woman shortly after 8 p.m. at Prince Edward Drive and Bloor Street West near Royal York Road when a shot was fired.

When officers approached the red Audi, they found the woman bleeding inside with a gunshot wound to the head.

The 37-year-old woman was rushed to St. Michael's Hospital where she later died.

A post-mortem examination is scheduled on Tuesday.

Eight SIU investigators are probing what role police had in the woman's death and are appealing for anyone who witnessed the shooting to come forward.

The SIU is a civilian agency that investigates incidents involving police resulting in death or serious injury.

With files from The Canadian Press