Here are some other ways to say it:
* женщина из Англии (zhenshchina iz Anglii) - literally "woman from England"
* англичанка по национальности (anglichanka po natsional'nosti) - "English woman by nationality"
* англичанка по происхождению (anglichanka po proiskhozhdeniyu) - "English woman by origin"
The best choice will depend on the context and the level of formality you are aiming for.