Liz Neuman of Minnesota died Saturday at a Flagstaff hospital, Yavapai County sheriff's spokesman Dwight D'Evelyn said.
The 49-year-old suffered multiple organ damage during the Oct. 8 ceremony at a resort near Sedona, a resort town 115 miles north of Phoenix that draws many in the New Age spiritual movement.
Authorities were treating all three deaths as homicides, but no charges have been filed.
D'Evelyn did not provide a city of residence for Neuman, but public records showed an address in Prior Lake, about 25 miles southwest of Minneapolis.
Neuman was among more than 50 people crowded inside the sweat lodge run by self-help guru James Arthur Ray. An emergency call two hours after they entered the lodge reported two people not breathing.
Twenty-one people were taken to area hospitals with illnesses ranging from dehydration to kidney failure. Kirby Brown, 38, of Westtown, N.Y., and James Shore, 40, of Milwaukee died upon arrival at a hospital.
No one else remains hospitalized.
Authorities haven't determined what caused the deaths. Autopsy results on Brown and Shore are pending further testing.
The Rev. Meredith Ann Murray of Bellingham, Wash., who has completed all of Ray's retreats, said Neuman was among Ray's earliest followers and had attended dozens of his events.
According to Ray's Web site, Neuman was the leader of the Minneapolis-area "Journey Expansion Team." The teams, developed by Ray's friends and followers around the country, meet to exchange ideas on his principles. The next Minneapolis-area meeting is scheduled for Oct. 23.
Ray had rented the Angel Valley Retreat Center for his five-day "Spiritual Warrior" event that culminated in the sweat lodge ceremony. Participants paid between $9,000 and $10,000 to attend the retreat.
Ray declined to be interviewed by the sheriff's office on the night of the incident and Arizona authorities said he had not spoken to them as of Thursday. In his first public appearance Tuesday in Los Angeles, Ray told a crowd of about 200 that he has hired his own investigative team to determine what went wrong.
His spokesman, Howard Bragman, has said that Ray's team and Ray's attorney are cooperating with the sheriff's investigators.
More than 100 people attended the funeral for Brown on Saturday at Holy Name of Jesus Church in Otisville, N.Y., according to The Times Herald-Record in Middletown, N.Y. The avid hiker and surfer who had a passion for art was remembered as a spiritual seeker.
Services for Shore were held late Saturday afternoon at the Hubbard Lodge in Milwaukee.