It happened just before 10 p.m. inside the vestibule of her apartment building at 541 Bronx River Road.
Police say the woman, who was 9 months pregnant, was shot once in the upper stomach area.
She was taken to Jacobi Medical Center in the Bronx, where doctors performed an emergency caesarian section to deliver the baby.
The mother and the baby girl are both in stable condition.
So far there have been no arrests, but police do not believe this to be a random shooting.
Police say the victim was carrying a laundry bag as she walked through the building's first set of doors.
The suspect was standing near the intercom system.
Police say a nearby surveillance camera captured most of the incident that ended with the suspect firing one shot.
"She recognized me and said please help me," said a neighbor. "And I'm holding her hand, and she told me she got shot."
The woman lives alone in the building, and residents say she had just moved in a few months ago.
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