The shooting happened just after 7:00 p.m. at the Gourmet Deli at 461 Dekalb Avenue.
According to eyewitnesses, the gunman walked into the deli and started shooting.
Also hit was a 15-year-old boy in the arm and torso. A 20-year-old man got hit in the leg.
Police believe they were the intended targets, and the woman who is 5 months pregnant was just in the wrong place at the wrong time.
All three victims went to Kings County Hospital. Their injuries are not considered life threatening, police said.
Investigators were trying to determine what led to the shooting.