Authorities responded shortly after 10 p.m. to an assault at a house on the 200 block of Pintail Lane.
Police believe 26-year-old Jihad Hamdan assaulted his 23-year-old wife, Alia Harbi Odeh, with a knife and fled the scene.
Odeh was pronounced dead at Nash General Hospital.
Hamdan turned himself in to police several hours after the assault and was charged with first-degree murder.
He is currently being held in the Nash County Detention Center without bond.
Police said a disturbance call was reported Friday night at the same residence, but no one was injured and no arrests were made.
"We are exploring this as being a possible domestic violence situation," said Rocky Mount Cpl. Mike Lewis.
Odeh's death is the third homicide in Rocky Mount this year.