The Sri Lankan embassy in Saudi Arabia is holding a separate inquiry.
Subramaniam Palaniandy Katpagawalli had gone to Saudi Arabia for employment in 08 October last year.
The embassy reported her death at the welfare camp on 01 November following her arrival there while under medication for a mental condition.
The body is being kept at a hospital in Saudi Arabia and it will be brought home soon, said the Bureau.
Sri Lankan ambassador Azim Thassim said the cause of death could be announced only after the postmortem examination.