Kaur, 96, was the only surviving member of the martyr's immediate family. She was living in Toronto.
Her son-in-law Harbhajan Dingh Dhatt, who lives near Hoshiarpur in Punjab, said Kaur passed away late on Sunday.
Kaur, in recent years, had pursued the case of the killing of Kuljit Singh Dhatt, brother of her son-in-law, by Punjab Police in a staged shootout. The police officers involved were, earlier this year, were convicted by a court.
Bhagat Singh has been one of the most influential revolutionaries in the Indian independence movement against the British rule.
He was awarded capital punishment for killing a British police officer in Lahore in 1928. He was hanged to death March 24, 1931.
The 107th birth anniversary of Bhagat Singh was celebrated Sep 27.