Has she been exposed to something recently that might have set her off? (Movies, TV, books, real life) If so, use the specific incident as a starting point for a conversation. My 4.5yo DS has repeatedly expressed that he doesn't want himself or his folks to die, but he hasn't yet voiced any concerns about the pain of death...but he loves anatomy, so I'd approach it from a factual point of view.
For example, I've already had a variety of talks w/ my DS about (others) getting hurt/killed b/c we've watched some movies w/ violent scenes together. He knows that getting shot or stabbed or landing hard would hurt. (I've made it clear that it's just a movie, though, and the actors aren't really hurt/dead, they're pretending.) We've also talked about how not every wound is fatal--if you loose too much blood, or if your heart/brain are damaged too badly, then yes, you die (unless you get the right kind of medical help very quickly). Basically, he seems to get how the human body is supposed to work, so he also understands that sometimes when the body gets broken, if it's minor enough, it can be fixed; but if it's too broken/damaged, then it can't be fixed.
So I'd be telling him that how much dying hurts depends on how you die (but my DS doesn't have a hyperactive imagination, so this chat wouldn't give him nightmares or anything), then provide a few examples. Dying of old age, for example, when the body is just too old/tired and the heart gives out isn't supposed to hurt. Getting shot would hurt. A long term illness (depending on what it was) could hurt for a long time, but we've got various medicines and pain management techniques available to help minimize the pain. There are ways to die that hurt a lot; then there are ways to die that don't hurt as much. It depends on the cause.
I'd also remind my DS that we have systems in place to help us stay healthy and live long lives by getting regular checkups, eating healthy foods, getting plenty of exercise, making good decisions. But if we do get sick or hurt, there are lots of hospitals filled with lots of doctors and nurses whose job it is to try to fix us/make us better when things go wrong.
I'd ask your DD if there was any particular way of dying that she's really worried about, and address just that for now. If she asks for more details or has more questions, by all means answer them...but also make free use of asking her what she thinks before you weigh in.
It could be that she's not really concerned with the physical pain of dying, but might be worried about what it would feel like to have your soul leave your body. In that case, I might bring up the standard near-death experience--white light, loved ones waiting, feelings of peace/joy.
Or, it could be that she's worried about when she'll die--maybe thinking that if she's hurting, then she's dying. If that's the case, you can just explain that hurting is your body's way of letting you know something's wrong, but it doesn't mean you're dying. Maybe she wants to be on the lookout for warning signs of imminent death. In which case I'd say nobody knows for sure when they're going to die until they're actually dying.
HTH!
