The shooting happened at 4:00 a.m. Sunday at Club Heat on Hunts Point Avenue.
Thirty-three-year-old Monique Rodriguez of the Bronx was shot in the head and was pronounced dead.
Police say a 28-year-old man was shot in the arm but fled the nightclub and drove himself to seek medical care. He is in stable condition at a hospital.
No arrests have been made as the investigation is continuing.