Philadelphia Police say it happened before 4:00 p.m. in the 1000 block of West Dakota Street.
A pregnant woman, another woman and a man were hit.
The 32-year-old pregnant woman, identified by neighbors as Renee Dixon, was hit in the chest, back and other areas of the body. She's in critical condition at Temple University Hospital.
Police say the other woman, 24 years old, suffered a graze wound. She didn't realize she was hit until she ran home.
A 29-year-old man was also hit multiple times. He's in serious condition at Temple.
"We know there was a vehicle involved, but we're not sure if it was a drive-by or if the shooter exited the vehicle then fired shots," said Philadelphia Police Chief Inspector Scott Small.
"It's ridiculous. I believe that we have to do something. We have to work together to get all this violence out of the streets," said neighbor Dalwin Paulino.
"It's daylight," said resident Henry Joel. "You worry about kids on the street. Kids are out of school, they are playing. They are nothing but idiots, nothing but pure idiots. They don't think."
Joel lives next door to Dixon, the most seriously injured victim, who is five months pregnant.
She was hit several times in the upper torso, and after being shot she stumbled into a nearby front yard.
"The cops had to pick her up from both sides," said Joel, "and put her in the police car to take her to the hospital right away."
Police Commissioner Charles Ramsey surveyed the crime scene while detectives looked for evidence.
They found a gun in a nearby alley, but they're not sure if it was used in the shooting.
At this point investigators know a car pulled up on Dakota, at least one person got out and opened fire. Someone else returned fire.
"At this point we don't know if any of the victims, including the male, were involved in the shooting," said Small. "We are also not even sure if any of the three were the intended target."
There have been no arrests. The investigation continues.