It happened around 4:30 p.m. Friday in an apartment complex in the 900 block of West Walnut Street.
Police said it started as a squirt gun fight, and then someone got angry and shot the pregnant woman in the leg.
The baby's father then got mad, and shot the shooter, which is when another person was hit.
One person was taken in custody, and more people may be arrested.
Police had a major crowd control issue shortly after the shooting. Officers from other areas were brought in to help.
All of the injuries are non-life threatening.