The deceased is identified as Sajira Khatun, 24, police said.
Khatun died on the way to hospital, Janakpur, after she sustained serious injury when an unidentified group opened fire at her.
The incident may have occurred due to personal conflict, police suspected after an initial investigation.
Man kills wife, neighbor
Meanwhile in Chautara, Santalala Tamang has killed his wife and a neighboring youth in Kiul VDC-2 of Sindhupalchowk.
Police said Tamang killed his wife Aiti Tamang (20) and neighboring youth Somar Tamang (20) by attacking them with khukuri in his house.
Area police Office, Melamchi, said Santalal has been absconding.
School principal shot at by unidentified people in Janakpur