The 42-year-old Romanian was believed to be sleeping rough and had sought shelter in the cave in the Magliana suburb southwest of Rome's city centre.
Her death brings the toll from freezing temperatures across Italy over the past 10 days to more than 45, including people who suffered heart attacks after shovelling heaps of snow and truck drivers found dead in their cabins.
Several flights between Rome and Milan were also cancelled and rail traffic disrupted amid heavy snowfalls in central and southern Italy including on the Tuscan island of Giglio -- the scene of last month's cruise ship tragedy.
A blizzard also hit Rome, a city unaccustomed to wintry weather where snow last week sparked scenes of chaos. Residents raided shops for salt and bread and the city ground to a halt with the closure of schools and public offices.
Rome Mayor Gianni Alemanno said that this time round city authorities were ready with 5,000 tonnes of salt and 700 snowploughs and other machinery.
City authorities said they had also handed out 10,000 snow spades.
At the Porta Portese street market, snow chains have been selling for up to 400 euros ($530) in recent days, following a city order that all cars must carry snow chains so as to be able to put them on in case of heavy snow.
The snowfall in central Italy was expected to intensify in the night.
Meanwhile in the city of Padua in the northeast, firefighters had to hack down a three-metre (10-foot) icicle weighing 50 kilos (110 pounds).
Hundreds of soldiers have been deployed across Italy to dig out remote snowed-in villages and hand out food, water and medicine to residents.
The hardest hit regions have been Basilicata, Campania and Emilia Romagna and hundreds of volunteers have increased aid to the homeless in major cities.
In the historic town of Urbania in the Marche region authorities were forced to evacuate a 15th-century palace due to fears that the roof could cave in.
Rare mappamundi, paintings and antique books were taken out of the palace.
In a natural park in Castel di Sangro in the mountains east of Rome, officials said wolves had escaped from their cages and managed to enter stables and pens, killing 50 mountain goats, 10 peacocks, 40 rabbits and 10 sheep.
Officials said snow was falling on a total of 1,300 kilometres (800 miles) of motorway, including parts of southern Italy where snow is extremely rare.
"This is an extremely serious situation," said Pasquale Manfredi, mayor of the village of Campana in the southern Calabria region.
"It's like an earthquake without the shocks. The most serious thing is that we've been without electricity for five days," he said.
Snowfalls were also reported blanketing the historic central cities of Arezzo, Siena and Viterbo. Snowboarders took advantage of the rare conditions, skiing down a slope in front of the Basilica of St. Francis in Assisi.
In Sardinia, a man died apparently from hypothermia after coming out of a hospital dressed only in pyjamas and slippers. A woman in Rome also reportedly died of a heart attack after an ambulance called to aid her got stuck in snow.