Police were called to an address in Makinson Avenue, Hindley, on Thursday afternoon to find the 42-year-old with knife wounds to the chest.
She was rushed to hospital but doctors were unable to save her.
A 51-year-old man has since been arrested on suspicion of murdering the as-yet-unnamed woman and remains in police custody for questioning.
Police say they are not currently looking for anyone else in respect of this matter.
Det Sgt Nigel Rigby, of GMP’s Wigan borough, said: “This is a tragic incident where a woman has lost her life.
“My thoughts and condolences are with her family and specialist officer are providing support to them at this traumatic time.
“We have one man in custody but our investigation continues and I would urge anybody with information to contact the police.”
Emergency services were called to Makinson Avenue at 3.45pm on Thursday after receiving reports of an incident.
Anyone with information should call police on 101, quoting incident number 1411 of 06/10/16, or Crimestoppers, anonymously, on 0800 555111.