Emergency services were alerted to the blaze, just off the A1 at Innerwick, near Dunbar, at 2.35am.
The body of a woman was found within the caravan and officers are attempting to idenfity her.
A spokeswoman for Police Scotland said: “Police in East Lothian were called to a report of a caravan on fire just off the A1 at Innerwick, near Dunbar, around 2.35am on Saturday.
“Emergency services attended and when the fire was extinguished, sadly the body of a woman was found within.
“Police Scotland are following a positive line of inquiry in relation to identification pending further forensic investigations.
“A joint investigation is also ongoing with the Scottish Fire and Rescue Service into the cause of the fire but the death is believed to be non-suspicious.
“A report has been submitted to the Procurator Fiscal.”
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