There are a number of reasons why your orange tree could be developing yellow leaves and dying. Various insects, including scale, could cause leaf yellowing. If you see no insects, it might be worthwhile taking a sample to your local Cooperative Extension office to see if they can identify any pest problem on the tree.
Other things to check for include watering, soil drainage, and fertilization. Citrus needs well-drained soil, and can develop root rot in poorly drained sites. On the other hand, prolonged drought can cause leaf yellowing and defoliation, too. Citrus also needs regular fertilization, including micronutrients. Use a complete fertilizer (with nitrogen, phosphorus, and potassium) that also includes the micronutrients zinc, iron, and manganese.