Margaret Loughrey, 56, scooped the multi-million prize back in 2013.
Ms. Loughrey's body was discovered at an address in Strabane, Co. Tyrone on Thursday.
The PSNI is not treating her death as suspicious but have requested a post mortem to establish the cause of death.
“Police received a report of the sudden death of a woman at the Ballycolman Lane area of Strabane on Thursday September 2.
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“A post-mortem is due to take place but at this stage, the death is not being treated as suspicious," said a spokesperson for the PSNI.