The shooting occurred at about 8:30 p.m. near 76th and Halsted in the city's Auburn Gresham neighborhood on the South Side. The woman was walking when a man came behind her and shot her, police said.
A motive for the shooting was not immediately known, but police said they are investigating as a possible domestic.
Police were searching a nearby home at about 10 p.m. for a person of interest.
The woman was taken to the University of Chicago Hospital where she was pronounced dead. Her identity was not immediately released.
The woman was one of four people killed during the Memorial Day weekend. A 31-year-old man in the city's River North neighborhood and another man in Englewood were also fatally shot.
An 18-year-old woman was shot in the chest at 9 p.m. Saturday in the 800-block of East 49th Street, police said.
Per witnesses, the victim and an adult male acquaintance where inside of a residence playing with a handgun when the weapon fell to the ground and discharged, striking the woman in the chest.
The man fled the scene after the shooting and was not in custody Saturday night.
Police are investigating.