THE sister of the young man killed while protecting her from a freak wall collapse in Melbourne has died in a Melbourne hospital.

Bridget Jones, 18, lost her fight for life with her parents by her side, early yesterday.

She had been in a critical condition since undergoing emergency surgery following the accident in Melbourne's CBD, which killed her 19-year-old brother Alexander.

The pair was walking past the former CUB brewery site on Swanston St when a wall collapsed.

Onlookers told of how Alexander had leapt to protect his sister from falling debris.

In a statement released by parents Ian and Sue Jones on the weekend, the couple expressed their "overwhelming loss" and thanked those who had tried to rescue their "beautiful children".

Hundreds of flowers have been laid at the site of the accident and messages of support continue to be posted on the teens' Facebook pages.

A 30-year-old woman, believed to be from Mount Waverley, was also killed in the accident but at the time of going to press, her name had not been released.

Police are appealing for witnesses to come forward.

Anyone with information can phone Crime Stoppers on 1800 333 000.