The man was involved in a short pursuit on the westbound carriageway of the M55 in Blackpool before smashing into a roundabout in Yeadon Way on Wednesday.
The man, in his 50s and from Accrington, suffered multiple injuries and died at the scene.
The Independent Police Complaints Commission is to launch an investigation.
The man had been driving a Renault Captur when he collided with the Ashworth Circle roundabout at about 21:00 GMT.
A Lancashire police spokesman said: "We immediately referred the incident to the Independent Police Complaints Commission, this is standard practice following a death after police contact."
A man has died after the car he was driving crashed during a police chase in Lancashire.