Premier Brad Wall, seen here in an undated file photo from the Saskatchewan Legislature, said he's upset about the death of a young woman on the highway and he wants action. (CBC)

Saskatchewan Premier Brad Wall says he will act in response to the death of a pregnant flag person from New Brunswick who died on the highway earlier this week.

Ashley Dawn Richards, 18, had recently moved to Saskatchewan from Lakeside, N.B., to start a family with her fiancé.

She was on her first day on the job with a road construction crew on Highway 39 near Midale, Sask., when, according to the RCMP, a passing SUV moved into the "orange zone" and struck her.

Her fiancé, who worked on the same crew, said he held her in his arms as she died.

'This is just a great, great tragedy.'—Saskatchewan Premier Brad Wall

In an interview with CBC News, Wall said he was upset and angry after hearing of the case.

He said he will ask his highways and justice ministers to canvass all options to see what can be done.

"We're going to do everything we can to make the orange zones safer than they are today," said Wall, who also tweeted about the case.

"This is just a great, great tragedy," he said. "It's a senseless tragedy and it's entirely preventable," he said.

Wall said he spoke with an employee of the road construction company and was frustrated to hear that there are still motorists apparently violating the law at the same construction zone, about eight kilometres north of Midale in the southeast part of the province.

He said he's not sure what options could be looked at, but photo radar and stiffer penalties are some of the possibilities.

Under the existing law, motorists must slow to 60 kilometres per hour in the "orange zone" when passing highway workers and equipment. Penalties for speeders start with a $140 fine with $2 added for every kilometre per hour over 60.