The woman's family says five men gang-raped her and then set her alight in her own home in Etah district.
In the past week there have been three violent attacks on women in the state.
Correspondents say Uttar Pradesh is one of India's most lawless states where women are accorded a very low status.
On Friday a 14-year-old girl was stabbed in the eye as she fought off two men who attempted to rape her.
The teenager was attacked in Gadwa Buzurg village in the Kannauj district of the northern state. She lost one eye and the other was also seriously damaged.
Police say the attackers were from her own village. Only one has been arrested so far and police said they were looking for the second man.
Two policemen in the area, who initially refused to lodge the parents' complaint, have been suspended.
Last week, a girl's body was found hanging from a tree on police premises in the Nighasan area of Lakhimpur district.
The girl's parents alleged that she was raped and murdered and that the police had offered them a bribe to keep quiet.
In the latest incident the woman, who was in her thirties, was sitting outside her home when five men dragged her inside the house and gang-raped her, according to her family.
Her family say the attackers sprinkled kerosene on her and set her on fire because the woman had recognised them and they were afraid of being caught.
The woman managed to give a statement to police but died shortly afterwards.
Police say they are are still looking for the attackers.
Earlier this year, the head of the National Commission for Women, Girija Vyas, said Uttar Pradesh was at the top of the list when it came to violent crimes against women.
State authorities have been criticised in recent years after several attacks on women and girls were reported.
A woman has been gang raped and burnt alive in the Indian state of Uttar Pradesh, police say, the latest in a series of brutal but unrelated attacks on women there.