Two men and a woman, all aged 18, were arrested on suspicion of driving offences after the crash.
Police said a blue BMW 1 Series came off the Hurn Road between Ringwood and MatchamsDorset Police said a blue BMW 1 Series left the carriageway on Hurn Road between Ringwood and Matchams on Saturday shortly after 21:30 BST.
The woman, a passenger in the vehicle, was pronounced dead at the scene. Three other people who were also in the car were taken to hospital.Police said of the three in hospital, one is seriously injured and the other two have sustained minor injuries. Sgt Mile Gatfield, of the Dorset Police traffic unit, said: "We are conducting a detailed investigation to establish the full circumstances of this collision."
The force is urging witnesses, anyone who saw the car being driven before the crash, and drivers with dashcam footage to come forward.
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