The 23-year-old woman's family identified her as Africa Bass.
Police said she was walking on the sidewalk in the 8700-block of South Burley Avenue around 12:05 a.m. Wednesday when someone in a black SUV shot her in the back. A relative who was walking home with her said Bass was also shot in the chest.
Bass was rushed to Northwestern Memorial Hospital, where her relative said she held her hand as she died.
Bass' family said she had just moved to the South Chicago neighborhood from the Roseland neighborhood on Tuesday.
Her mother and sister can't understand why this happened to her.
"Her little thing was tough love. Her little thing was tough love because she always spoke her mind. Whether nobody liked it or not, she was going to say it," said Jovanna Jones, Bass' sister.
"When is it going to stop? When is it going to stop? Y'all done killed something very special to me. Very special," said Sheila Jones, Bass' mother.
Bass is also survived by her 2-year-old daughter. Her family said Bass worked at a Walmart in the south suburbs.
Investigators are questioning a person of interest and are working to determine what led up to the shooting.