A police investigation has been launched following the unexplained death of a 19-year-old woman in Dunedin.

Police were called to a North Dunedin property about 9.40am on Wednesday after the teenager was found dead.

"Staff are currently conducting inquiries, including a scene examination, in relation to the unexplained death," Senior Sergeant Ben Butterfield said.

Police were in the process of advising the woman's family.

Detective Senior Sergeant John Ferguson said the coroner had been notified of the death and it was hoped an autopsy would be carried out on Thursday.

"Basically we've got a young lady whose been found dead. At her age that's not the normal thing."

Police were unable to comment further at this stage, he said.