Four of the skiers were able to dig themselves out but the girl had to be rescued, Valais cantonal police said.
The incident occurred around noon, police said, after the “freeriders” left the Verbier ski area from Lac des Vaux and headed into the Vallon d’Arby toward the Des Mines Pass.
Police said the off-piste itinerary was closed to skiing for security reasons.
The skiers were attempting to get back to Verbier when a sheet of snow 50 metres wide by 100 metres long slid down an exposed north-facing slope at an altitude of around 2,350 metres.
A group of search and rescue officials, including dog teams, dug out the teenaged girl.
She was transported by helicopter to the Sion hospital for treatment of injuries where she died overnight, police said in a statement.
None of the skiers was equipped with avalanche beacons, police said.
Officials warned of a high avalanche danger of level 3 and 4 (out of a maximum of 5) in the Bas-Valais region following recent snowfall.
The high risk means that the passage of skiers can spontaneously trigger snow slides.
Police said it was prudent for people not to leave patrolled ski areas during the first days after accumulations of snow.