Depa Billaba was a Jedi Master who served on the Jedi High Council in The Phantom Menace and Attack of the Clones. She was trained by Mace Windu and took Caleb Dume (who is better known as Kanan Jarrus in Star Wars Rebels) as a padawan.
Depa Billaba sacrificed herself during Order 66 to save her padawan (Caleb) and these events are mentioned in several episodes of Star Wars Rebels. Depa is featured in several episodes of the Star Wars: Kanan comic series that focused on the time Caleb was a padawan and how he survived Order 66.
For a brief overview of Depa’s canon history check out this video from Star Wars Explained.