It sounds like your daughter is feeling a great deal of distress right now and I'm sure you are very worried.

Anytime a child or teen talks about or thinks about their own death (whether it is feeling like dying, wanting to die or worrying about dying) it is important to pay attention to it. Sometimes children and teens talk about death as a way to get attention, but sometimes they really feel so bad that dying or killing themselves is a serious thought. They may have the thought only for a couple of minutes, but it could be long enough to hurt themselves by accident or on purpose. In addition, when a child thinks about dying, it means that she is feeling very, very sad--even if she wouldn't actually hurt herself.

For all these reasons, I very strongly suggest that you speak to a psychologist, social worker or counselor immediately about what your child is saying to you. You can get a good recommendation by asking one or more of the following:
1. Your child's pediatrician
2. If your school is still in session, the school guidance counselor or school psychologist (staff may still be working even if classes are over)
3. A recommendation from a trusted friend who has had professional help

Don't just assume that your child is speaking like this to get attention. No matter how well you know your child, you can never be sure. In addition, even if it is for attention, your child still needs help if she is resorting to this type of behavior to get it.
Good Luck and Great Parenting
Dr. Susan Bartell
www.drsusanbartell.com
JustAsk Expert

You should comfort her and let her know that she should not worry about things of that nature. If she has some sort of medical problem or is worried about a health issue, you can consult your physician and have him provide her age appropriate information. If you are a religious person, it would be helpful to get her in Sunday School so that she can grow and mature and enjoy life with out being fearful of death.

From the way you worded your question, it doesn't seem like your daughter wants to do harm to herself.  She may have had a dream she doesn't understand, in which case she needs to know that dreams are not meant to be interpreted literally.  She may have heard of a death of someone related to a classmate as well.  You really can't tell unless she is willing to elaborate on her feelings or tell you what is going on.  This is one time when I think it would be appropriate for the parent to pry.