The incident happened about 3 a.m., at the fast-food restaurant at 1020 North Wesleyan Blvd.
The 24-year-old woman was taken to UNC Nash Healthcare, where she was treated for a non-life-threatening injury and released.
Police said shell casings were located in the parking lot of Cook Out and near Jeffreys Road and Sutters Creek Boulevard, which is consistent with shots fired from a moving vehicle.
Police do not think the shooting was random. The case remains under investigation.
Anyone with information about this incident is asked to please call the Rocky Mount Police Department at (252) 972-1411, Text-A-Tip, or call Twin Counties CrimeStoppers at (252) 977-1111 for cash rewards.
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