Irony is created when there is a discrepancy between what we expect to happen and what actually happens. So, one major irony of this story is created when Louise Mallard reacts with joy to news of her loving husband's death. At first, she bursts into tears "with sudden, wild abandonment" and a "storm of grief." It is, therefore, even more of a surprise when Louise goes alone to her room and says to herself, "free, free, free!" So, she is happy about the loss of this husband who, apparently, "never looked save with love upon her"?! The simple answer is yes. She is not rejoicing in his death necessarily but in her own newfound freedom, but she is rejoicing, and this unexpected response to such seemingly tragic news is ironic.
Louise's sister, Josephine, kneels outside her door, concerned for Louise's health, as she fears that her sister is overwhelmed by grief. We, of course, know this to be untrue: if Louise is overwhelmed by anything, it is her happiness that "There would be no one to live for her during those coming years; she would live for herself." Because we, the readers, know more than Josephine, a character, dramatic irony is created.
Again, watching Louise descend the steps with "a feverish triumph in her eyes" as she walks "like a goddess of Victory" adds to the earlier irony of her initial reaction, because we would not expect a woman whose loving husband has just been killed to feel triumphant or victorious. It is also ironic that Brently Mallard walks through his front door as though nothing has happened because, all along, we expect him to be dead (since his friend verified the news by a "second telegram" before coming to break it to Louise). We, and they, expect him to be dead, not unlocking his front door.
Finally, the cause of Louise's death as proclaimed by the doctors, that she died of "joy that kills," is another example of dramatic irony. We know that her joy didn't kill her; instead, it was likely her disappointment that all the freedom she thought would be hers was suddenly snatched away when she realized her husband was still alive.