Agent Donna Doss, 49, was helping state police near Interstate 20 in Abilene just before 9 p.m., the agency said in a news release.
While she assisted, Doss was "struck and killed by a passing vehicle" and died at the scene.
Doss served the agency for more than 15 years, after beginning duty in November 2003.
“Agent Doss died while performing her duty, protecting the community and the United States," Del Rio Sector Acting Chief Patrol Agent Matthew Hudak said. "Our heart, prayers, and support go out to Agent Doss’ family in this time of need."