The Metropolitan Police said they have begun an investigation into a fatal crash involving an unmarked police car that killed a pregnant woman and her unborn baby in London. Dan Kitwood/Getty Images

The Metropolitan Police said Friday they are investigating a crash involving an unmarked police car in London that killed a pregnant woman and her baby.

The 38-year-old woman and her baby were killed in the collision Thursday evening, the police said.

"My heart goes out to the woman's family and friends who have lost their loved ones in these tragic circumstances," Detective Chief Superintendent Trevor Lawry said.

"An investigation into the circumstances of this collision is underway by the Independent Office for Police Conduct and we will assist with their inquiries in any way we can," Lawry said.

The two officers in the unmarked car were taken to the hospital but have since been released.

Abu Bakar told the Guardian that the woman was making a turn when the police car "driving on the wrong side of the road" slammed into her.

"Four police cars had their lights on racing down the road. The speed they were doing – I've never seen anything like it. One of the cars hit her and she flipped three times. Her car was very badly smashed up," Bakar said.

After the crash, a man ran over to the scene, yelling "That's my wife" and "She's pregnant," Bakar said.

"The man rushed over and was shouting her name. He was telling police 'That's my wife', 'That's my wife' and ran over to her. I hoped she was going to be OK but then heard today that she'd died," he said.

A witness to the crash said the woman's vehicle "rolled over three times."

"It's so sad. I never saw so many police and ambulances before," the witness told the News Shopper.

The report said debris from the crash was scattered along the roadway.

A man who lives nearby said he watched as firefighters "cut the roof of the woman's car to try to save her."