It happened around 11:15 a.m. in the 1400 block of East Lane Street.
Officers said they found a woman with gunshot wounds. She was taken to a hospital where she later died.
No arrests have been made, according to the Raleigh Police Department.
Authorities are working to determine the circumstances surrounding the incident. This appears to be an isolated incident.
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Anyone who believes they have information that might assist in the investigation is asked to call the Raleigh Police Department at 919-996-3335 or visit Crimestoppers.
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