Police responded to the 12200-block of South Union Avenue at about 12:07 a.m. and found the woman shot in the head. She was pronounced dead at the scene and her identity has not been released.
Witnesses said the suspect may have been hiding in a multi-unit building nearby and a SWAT team was called in.
At about 3:30 a.m., two men surrendered to the SWAT team and were taken into custody.
Police said a second victim, a 26-year-old man, was shot in the hip and was treated and released from St. Bernard Hospital.
Area Two detectives are investigating.