Dixmoor police said officers responded to calls about shots fired at 147th and Seeley just after noon.
There, officers found a woman with apparent gunshot wounds inside a white Jaguar SUV, which had collided with a home.
The victim was transported to Ingalls Memorial Hospital in Harvey, where she died. Officials identified her as 34-year-old Rhomesha Turner of Calumet Park.
Police said Turner was part of a funeral procession that had just left St. Mark's Church in Harvey.
Police said they believe the shooting was an isolated incident.
Authorities did not immediately provide further information about the shooting.