Researchers believe the increased threat may come from the body rejecting donated eggs or underlying health problems that may come to the fore during artificial conception.
They want increased vigilance so that the exact nature of the risk can be calculated.
"Women should be counselled and made aware of the risks they are taking and deaths should be properly reported," Professor Didi Braat at Radboud University in the Netherlands told the Sunday Times.
Prof Braat looked at the deaths between 1984 and 2008 in the Netherlands but believes they will apply to any developed country.
She found 17 women who died in pregnancy who had had IVF treatment – a death rate of 42.5 for every 100,000 pregnancies.
The death rate is 12.1 in every 100,000 for women who conceived naturally.
The rising age of mothers may be increasing the number of complications. Last year nearly 27,000 women over 40 gave birth, a rise of 50 per cent in a decade.
There are about 13,000 IVF births a year in Britain.
The research was published in the Journal Human Reproduction.
Pride Angel added that artificial insemination (intra-cervical insemination) such as that performed with home insemination kits, does not carry any more risks of death in pregnancy than natural conception.
Read more about home insemination