It happened just before 7:30 p.m. in the parking lot of the store along the 900 block of McDade Boulevard in Collingdale, Pennsylvania.
Authorities responded to the scene for reports of gunfire. Upon arrival, officers found a gunshot victim, who was pronounced dead a short time later.
The victim has since been identified as 32-year-old Latoya Davis, who authorities say was pregnant at the time.
Police say another woman, 30-year-old Evelena Williams, was at the scene after the shooting.
According to investigators, Williams told police she was the one who shot Davis when she was questioned about the incident.
Police also said Williams told them that she was licensed to carry a firearm.
Williams also reportedly told police she fired one shot at the victim before placing her gun in her car.
Officers say later on, they did locate a firearm in Williams' vehicle.
Video from the Wawa captured Williams shooting Davis as Davis was running away, according to the Delaware County District Attorney's Office.
Authorities did not say whether an argument or confrontation sparked the gunfire.
Williams is now facing charges in connection with this incident.
Anyone with information should contact the police.