Praise be to Allah.
Parents have important rights over their children, hence Allaah mentioned the command to honour parents in conjunction with the command to worship Him Alone, as He says:
“And (remember) when We took a covenant from the Children of Israel, (saying): Worship none but
Allaah (Alone) and be dutiful and good to parents”
“Worship Allaah and join none with Him (in worship); and do good to parents…”
“Say (O Muhammad): Come, I will recite what your Lord has prohibited you from: Join not anything in worship with Him; be good and dutiful to your parents…”
“And your Lord has decreed that you worship none but Him. And that you be dutiful to your parents. If one of them or both of them attain old age in your life, say not to them a word of disrespect, nor shout at them but address them in terms of honour”
Honouring parents, treating them kindly and striving to please them are among the greatest of good deeds and best of characteristics.
It is known that a man does not have to marry a particular woman, so if there is a conflict between pleasing his parents and marrying a woman he wants, then he should undoubtedly give precedence to pleasing his parents.
Al-Tirmidhi (1900) and Ibn Maajah (2089) narrated from Abu’l-Darda’ that a man came to him and said, “I have a wife and my mother is telling me to divorce her.” Abu’l-Darda’ said: “I heard the Messenger of Allaah (peace and blessings of Allaah be upon him) say, ‘The father is the best door to Paradise.’ So if you want, you may ignore this door or pay attention to it.” This hadeeth was classed as saheeh by al-Albaani in Saheeh al-Tirmidhi.
What Abu’l-Darda’ said has to do with divorce, which is more serious than the issue at hand, because divorce is a very serious matter. Hence the correct view is that you do not have to obey your parents in this matter. (See al-Adab al-Shar’iyyah by Ibn Muflih, 1/447)
Based on the above, you should try to convince your parents to let you marry this woman. If they insist on refusing then our advice is to obey them. The woman will find a righteous husband to marry in sha Allah, and you will have the reward of having brought her to Islam, praise be to Allaah.
And Allaah knows best.