Here's the relevant information from the play:
1. In Act 5, Scene 1, a doctor and a Gentlewoman discuss Lady Macbeth's condition. The doctor describes her as being in a state of constant sleepwalking and having "thick-coming fancies" (hallucinations) that trouble her mind.
2. The doctor mentions that her illness has persisted for some time and is beyond his medical skills to cure. He says, "Foul whisperings are abroad. Unnatural deeds Do breed unnatural troubles" and "More needs she the divine than the physician" indicating that her condition is considered supernatural or psychological and beyond physical remedies.
3. In Act 5, Scene 5, Macbeth hears of his wife's death. He receives the news just before the final battle with Macduff and responds with the famous line, "She should have died hereafter" meaning that her death should have come later at a more suitable time, considering the ongoing events.
Therefore, while the exact timing of Lady Macbeth's death is not specified, it can be inferred that she dies before the end of the play (which occurs in Act 5, Scene 8), but some time after the events of Act 5, Scene 1.