Spokesman for the school Simon Mayes said: "This has been a complete shock as she was only 17 and we are currently talking with her parents."
St Swithun's School, whose headmistress is Jane Gandee, charges £9,070 a term for boarders and educates girls aged 11 to 18 on a boarding and day basis.
It has about 440 pupils of whom about 200 are boarders. It also runs a co-educational prep school.