It happened just after 9 p.m. near the intersection of Holloway Street and North Guthrie Avenue.
When authorities arrived at the scene, they found 25-year-old Kourtney Krista Dawson lying on the sidewalk in front of Antioch Baptist Church.
A neighbor told ABC11 she heard four to six gunshots shortly before the incident. Dawson was declared dead at the scene.
Antioch Baptist Church Pastor - and Durham County Commissioner - Michael Page told ABC11 Thursday that he has no reason to believe the victim was associated with the church. He said Wednesday evening services ended around 7:30.
"We have had a history of problems in this community," Page said. "It could've happened when parishioners were leaving the church. We're working with law enforcement to really reduce crime."
Authorities have not said if they have a suspect in the case.
Anyone with information is asked to call Investigator J. Barr at (919) 560-4440, ext. 29325 or CrimeStoppers at (919) 683-1200.