Police said 37-year-old Carlos Whitaker shot 41-year-old Cynthia Jeanette Joyner at the Westridge Grill at 3639 Sunset Ave. shortly after 11:30 a.m.
She died of her wounds at the scene.
Whitaker's body was found in a wooded area behind the shopping center. Police said it appeared he shot himself after initially running from the restaurant on foot.
Investigators said it appears the case was a domestic violence situation.
Police said they were trying to gather as much information as possible. Anyone who can help is asked to call the Rocky Mount Police Department at (252) 972-1411 or Twin County Crime Stoppers at (252) 977-1111.