The incident took place in Bay Shore just after midnight between 5th Avenue and Brentwood Road on Sunrise Highway (Route 27).
Suffolk County Police detectives said Jennifer Bolgehn, age 37, of Glendale, Queens, was walking across Sunrise Highway when she was struck by an eastbound 2009 Nissan Rogue.
Bolgehn was pronounced dead at the scene by a physician assistant from the Office of the Suffolk County Medical Examiner.
The driver of the Nissan, a 54-year-old Shirley man, was not injured, police said.
Anyone with information on the crash is asked to call the Third Squad at 631-854-8352.
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