Police said the avalanche occurred at 5 p.m. Saturday and was likely triggered by the 43-year-old woman and her male companion.
The Salt Lake Tribune said the woman's name is not being released.
Police said the woman was an experienced back country skier and she was wearing an avalanche beacon.
She wasn't breathing following the incident, but her male companion gave her CPR and resuscitated her before calling 911, the newspaper said.
Police said a rescue team flew the pair out of Millcreek Canyon at 8 p.m.
The Salt Lake Tribune said the woman suffered a head injury and was taken to University Hospital.
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