According to United States police officers, Lyric was found dead without any underwear on and a bag of cocaine was found at the scene.
The NY Daily News reports that the Stanford University alum was found "sprawled out on the sidewalk" and that her "knees were bruised, but there were no other visible injuries", according to their sources.
McHenry starred in the E! reality show EJNYC.
According to reports, the 26-year-old pal of EJ Johnson was 20 weeks pregnant and was discovered around 5 a.m. above the Major Deegan Expressway at Undercliff Ave. and Boscobel Place in Highbridge in the Bronx.
The NYPD would not confirm her identity as it is pending proper family notification.
Emergency Medical Services responded to the location and transported the woman to Bronx-Lebanon Hospital, where she was pronounced dead, according to the NYPD spokesperson.
Just hours before her death, her Instagram story revealed she was partying at several places around NYC, including the Frederick Hotel, the SoHo Grand and Dream Downtown in lower Manhattan.
Her reported death comes after she celebrated her birthday during a night out with friends.
Her sister Maya McHenry joined in on the celebrations. Why does she look so bomb?
She previously appeared and served as a producer on close friend EJ Johnson's reality show, as well as worked as an associate producer and host for Complex Networks.
Alongside a picture of the pair with other companions, he wrote: "Happy birthday to my best friend who has strutted with my in princess gowns since day 1 @lyric_leigh words can not express how much I love and appreciate you in my life". "Words can not express how much I love and appreciate you in my life".
Lyric's mother Jennifer had posted a sweet birthday message for her daughter last week on Instagram, writing, "Happy 26 years my attractive princess Lyric Leigh".