Officers were called to King Street, W6, at around 5.40pm on Friday (August 22) after a crash involving a moped and a bicycle.
The cyclist, a woman in her 40s, was found with critical injuries.
She was pronounced dead at the scene.
The moped rider left the area on foot and officers are making enquiries to trace them.
London Ambulance Service said it sent an ambulance crew, paramedics in fast response cars, an incident response officer, a clinical team manager and London’s Air Ambulance.
The first paramedic arrived in under four minutes.
Police are appealing for witnesses and anyone with information to call 101, quoting CAD 5782/22AUG.