The woman had been climbing down 150ft rocky cliffs that form part of the well-known landmark, on Monday, when the tragedy happened. She suffered fatal injuries as she fell onto rocks on Man o’ War beach.
The circumstances of her death are still being investigated.
Rachel Williams, from Maidenhead, Berkshire, said people shouted at the woman not to climb down the cliff before she fell.
Ms Williams, who was on the beach, told the BBC: "The woman shouted, ‘I’m coming down, I’m coming down’, and we’re all shouting ‘Stop, stop’."
She said it was not clear who the woman was shouting to.
The Maritime and Coastguard Agency (MCA) said it received various 999 calls about the incident.
A spokeswoman for Dorset and Wiltshire Fire and Rescue Service confirmed that fire crews from Bere Regis, Dorchester and Weymouth were at the scene .
The famous Durdle Door archway has seen several emergency incidents over the past year.
In May 2020, three people were seriously injured after jumping into the sea from Durdle Door, prompting Dorset Council and Purbeck Police to tell beachgoers to avoid the area.