The woman who is believed to be elderly was knocked down near the junction of West Street and Station Road at around 11am today.
Police, fire and ambulance rushed to the town centre street to assist the woman, but she died at the scene.
A spokeswoman for Surrey Police said: "There has been a fatal accident involving an elderly woman and a lorry.
"It happened in Station Road in Dorking. We received the call at 11.08am.
"We are currently locating next of kin."
A spokesman for the ambulance service said: "Shortly after 11am ambulance crews were called to reports of an road traffic collision between a woman and a lorry. One elderly female was pronounced dead at the scene."
Police are appealing for witnesses anyone with information is urged to contact the collision investigation unit at Surrey Police on 0845 125 2222 quoting reference P09314419.