Officers were called to Rowley Healthcare on Hawes Lane in Rowley Regis, West Midlands, on Monday afternoon.
The woman, who was in her 50s, was treated by medical staff and taken to hospital but died a short time later.
A 54-year-old man was arrested at the surgery and is in police custody.
The area has been cordoned off while forensic experts examine the scene.
A man has been arrested on suspicion of murdering a woman who arrived at a doctor's surgery with stab wounds and died shortly after.