It happened around 12:45 p.m. at 115 S. Monroe in Saybrook. Seven departments responded.
Emergency crews transported three people to OSF St. Joseph Medical Center in Bloomington.
About four hours later, the ER staff pronounced 60-year-old Charlene Durham dead. An autopsy will be scheduled at a later date.
The two remaining victims, an 18-year-old woman and 15-year-old girl, did not sustain life-threatening injuries.
One of them shares Durham's address on Monroe in Saybrook. The other has a Bloomington address.
Fire investigators are looking into the cause and origin of the explosion, but they believe the likely cause is a natural gas leak.