William Shakespeare's play Macbeth is considered a tragic play. Unlike the comedies, tragedies focused upon tragic events and, very regularly, contain murder and/or death of main characters and the protagonist.
That being said, Lady Macbeth is very adamant about Macbeth murdering Duncan. After hearing about the Three Witches' prophecy, Lady Macbeth becomes obsessed with the idea of power and Macbeth being king.
What thou art promised: yet do I fear thy nature;
It is too full o’ the milk of human kindness
To catch the nearest way: thou wouldst be great.
Without Duncan's murder, Macbeth cannot claim (or be given) the crown. Lady Macbeth fears that Macbeth is too womanly to do "what needs to be done." She knows that she must push him to force his hand in the taking of the crown.
Therefore, the only way that she could gain the power allotted to a queen would be for Duncan to die. It is out of her own greed and need for power that she wants Duncan dead.