Police said the 33-year-old woman, who is six months pregnant, was shot in the thigh on the 3500 block of North 18th Street.
She was rushed to an area hospital and placed in critical condition.
The second victim, a 23-year-old man, was shot twice, once in the chest and once in the back.
He was taken to the hospital in extremely critical condition.
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The shooting happened Sunday afternoon, but no specific time has been given by police.
Investigators did not find a weapon at the scene.
They are still searching for a suspect.
Police were also investigating a shooting Sunday at a West Philadelphia bus stop that injured a 14-year-old boy.
Anyone with information is asked to call police at 215-686-TIPS.