The victims were in a red Dodge Durango on Cleveland Street in East New York when numerous shots were fired around 4:50 a.m.
Devon Hannibal, 27, of Brooklyn, who was in the driver's seat, and Christina Stubbs, 23, of Pompano Beach, Florida, were pronounced dead at the scene.
Police say 13 shots were fired at the driver, who was the intended target. The woman, who was on passenger side, was hit with one round.
The pair had just left a nearby club called Linden Hall.
NYPD Chief of Detectives Robert Boyce said police think there was only one gunman, who used a .09-mm handgun.
No arrests were made, and the investigation is ongoing. The motive is unknown.
A large group of people gathered around the scene, and police were searching for evidence. Witnesses said they saw the gunman flee wearing a white shirt and red shorts.
NewsCopter 7 was above the crime scene:
Man, woman killed in East New York