The 19-year-old woman was drinking with colleagues by the river early Sunday when she jumped in, the government of Dunhuang city said on a social media account. Her workmates rescued her but she jumped in again.
This time four colleagues also drowned in a failed attempt to save her.
A passer-by who came to the aid of the people in the water also drowned, the report said. Officials in the city in the province of Gansu are investigating the incident, it added.