Officers responded to a report of a shooting around 5:40 p.m. in the 400 block of West Russell Street in Barrington, police said.
When officers arrived at the location, they found a 42-year-old woman who had been shot, police said.
The woman was taken to a hospital, where she was later pronounced dead. The victim's identity was not immediately known.
The circumstances surrounding the shooting were not yet known.
The Barrington Police Department and the Major Case Assistance Team continue to investigate.
No further information was immediately available.