The bird had been expected to fly home to Loch Garten, near Strathspey, in the Highlands, after wintering in the sun.
However, the chick, named Caledonia by local schoolchildren, was found dead in the grounds of a convent in Seville. She flew into cables supporting a lightning rod at the Monasterio de San Clemente during fog and her body was found in the cloisters.
The convent is close to a channel of the Guadalquivir river, where the young osprey - which was being monitored by the RSPB with a satellite tag - regularly used to hunt for fish.
RSPB Scotland site manager at Loch Garten, Richard Thaxton, said: "It is very sad news. At 18 months of age, it was hoped that this spring she might make her first return journey to Scotland.
"It is all the more unfortunate because she has been a particularly interesting osprey to track because she has shown some unusual behaviour. She did not make the anticipated migration through southern Europe and on to West Africa."