A woman has died while skiing at Perisher in NSW's Snowy Mountains.

Emergency services were called to Pretty Valley Road in Kosciuszko National Park mid-morning on Thursday amid reports a person had been injured.

She was treated by paramedics and ski patrol members but died at the scene, NSW Police said.

Initial reports suggest the woman had suffered a medical episode.

Perisher Ski Resort said the local alpine community was "saddened" by the "tragic death".

"The Perisher community is very upset by this terrible accident and we extend our heartfelt condolences to the lady's family and friends," it said in a statement.

Police will prepare a report for the coroner.