Intisar Fareed, 30, died just hours after she and two members of members of her extended family living in a single dwelling in Gharbiya province, to the north of Cairo, tested positive for the deadly strain of avian flu.
"She is from the same family, yes, she was given tamiflu but this didn't work out," Hassan el-Bushra, the WHO regional adviser for communicable diseases surveillance, said.
A 26-year-old man from the family has also been hospitalised with bird flu.
El-Bushra said the family raised ducks in their home and had slaughtered the flock after a number of ducks had become sick and died.
Bird flu was first detected in Egypt in February and has spread to at least 19 of the country's 26 provinces. Egypt lies on a migratory route for wild birds.
The discovery of avian flu in the Middle East has led to widespread culling of birds. The H5N1 strain has hit at least 45 countries and killed more than 150 people worldwide.