An American woman suffering from post-natal depression allegedly threw her newborn baby from a moving car in Bali and then tried to kill herself by jumping from the vehicle.

Nicole Stasio, 32, jumped out of the car without warning at an intersection in Denpasar on Tuesday evening, a driver and tour guide who were with her told police.

Police said they were initially unaware of what had happened to the baby.

But villagers found the infant with severe injuries less than a mile from where Stasio leapt out of the vehicle.

The baby died about seven hours later at the same hospital, Bali Mandara, where Stasio is being treated.

Nicole Stasio (pictured) jumped out of the car without warning at an intersection in Denpasar on Tuesday evening, police said

Villagers found the baby with severe injuries less than a mile from where Stasio leapt out of the vehicle. Pictured, Stasio during her pregnancy

South Denpasar police chief Nyoman Wiarajaya told a news conference that officers haven't been able to question Stasio because she is hospitalized in a severe state of depression.

Wiarajaya said the woman, who was born in California, traveled to Bali with her parents in July.

The parents stayed in Bali for about 10 days and Stasio gave birth on the island in September after her parents had left.

Police said a driver and guide said they had taken Stasio (pictured) and her daughter to Bali's international airport on Tuesday evening but she changed her mind about leaving

Police said the woman, who was born in California, traveled to Bali with her parents in July

'She refused to answer when they (the parents) asked about her baby's father,' Wiarajaya said, quoting information from the driver and tour guide who had accompanied the family since they arrived.

'But she gave the impression that she was unmarried and her family preferred that she give birth to a child abroad, like wanting to avoid something,' he said.

Friends on Facebook said Stasio was suffering from post-partum depression.

The baby died at the same hospital, Bali Mandara (pictured), where Stasio is being treated

The driver, Wayan Siaja, and the guide, Made Arimbawa, told police they had taken Stasio and her daughter to Bali's international airport on Tuesday evening.

But Stasio changed her mind about returning to the US and told them to take her back to Ubud, a town popular with tourists for its traditional crafts and culture.

They said she sat silently in the car before the tragic events unfolded, according to Wiarajaya.