At 2:30 a.m. police responded to the Shell gas station on West Raleigh Boulevard in regards to two people being shot.
When officers arrived they found 25-year-old Nhazavias Coppedge dead at the scene and 22-year-old Zakiya Jones who was taken to the hospital with non-life threatening injuries.
SEE ALSO: 11-year-old boy injured in Rocky Mount shooting
She has been treated and released.
The shooting appears to be isolated and there is no known threat to the public, according to police.
People with information are asked to contact Rocky Mount Police.