Wookiepedia says the following about the event. I'll also provide the link to the picture of her death as it was evidently depicted in a cut scene in the Revene of the Sith video game:
During Operation: Knightfall in 19 BBY, Jocasta told her latest padawan, Jin-Lo Rayce, to flee the Temple through underground passages into the Coruscant underbelly. She later faced Darth Vader, wielding her blue lightsaber. The Dark Lord lifted her with the Force Grip and impaled Jocasta through the chest after she denied him access to the Temple's signal beacon, killing her instantly. Jocasta's body was found by Obi-Wan Kenobi and Yoda when they returned to Coruscant.
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timeasmymeasure
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Date: 2009-10-15 02:06 pm (UTC)During Operation: Knightfall in 19 BBY, Jocasta told her latest padawan, Jin-Lo Rayce, to flee the Temple through underground passages into the Coruscant underbelly. She later faced Darth Vader, wielding her blue lightsaber. The Dark Lord lifted her with the Force Grip and impaled Jocasta through the chest after she denied him access to the Temple's signal beacon, killing her instantly. Jocasta's body was found by Obi-Wan Kenobi and Yoda when they returned to Coruscant.
http://starwars.wikia.com/wiki/File:Jocasta_Nu_Death.JPG