The woman died after being hit by a vehicle in the eastern Savoie region, according to an official.
Riot police blocked their path, but several hundreds of people managed to get around them using side streets and get close to the Elysee Palace in the afternoon before being driven back by tear gas.
The movement, named for the high-visibility jackets worn by protesters, erupted on social media last month with calls for mass blockades of roads and highways.
Emmanuel Macron's popularity has dropped to its lowest level since the French president took office 18 months ago, according to a poll by Ifop for the Journal du Dimanche weekly and published a day after he faced his biggest demonstration across the country.
Budget Minister Gerald Darmanin said Sunday the government was aware of unhappiness over high fuel taxes, but said it had "a duty" to transform the French economy with the aim of making it less oil-dependent.
The French authorities have not given a breakdown about how they were injured, but said three are in a serious condition in hospital.
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The taxes are part of Macron's strategy of weaning France off fossil fuels.
Police questioned 282 protesters in total, 73 during the night, of which 157 were taken into custody. Officials say that 24 people have been arrested and 17 held for questioning. She accidentally struck and killed a woman in her 60s, the interior ministry said.
Overall 52 people had been detained across France and 106 people had been injured, five seriously, the interior ministry said.
The protesters had pledged to target tollbooths, roundabouts and other strategic traffic sites. The fluorescent yellow vests donned by the protesters must be kept in the vehicles of all French drivers in case of auto troubles.
- "President of the rich" - The movement enjoys much broader support than other protests since Macron swept to power a year ago, with 73 percent of respondents backing the protests in an Elabe poll this week.
"We've had enough of it".
The rise in fuel taxes, notably for diesel fuel, spoke to citizens who feel the president has asked ordinary citizens to make the largest efforts in his bid to transform France. "There are too many taxes in this country", he told The Associated Press.