The woman's boyfriend allegedly pulled the trigger before turning the gun on himself. She died at the scene, but his condition is not known.
Police say it all began as an argument, and ended in a shooting that caught the attention of at least seven people.
Several transit workers who were doing maintenance on the rail line told police they heard shots fired from inside a tan SUV around 2 a.m.
'SHE WAS FRIGHTENED': Eyewitness sees victim's last moments alive
Police said they are not looking for any suspects, and the man believed responsible for the shooting was rushed to Ben Taub Hospital.
Investigators say the shooter is hanging on to life, but we don't know how he is doing just yet.
At least seven people said they either saw or heard the attempted murder-suicide go down, including a security guard who saw the woman right before she died.
Elaine Fields said she ran for cover after watching the man pull out the pistol.
"You can tell she was frightened, she looked at my face, I looked at her face," Fields said. "She must have told him to look, because he didn't see me. When he did see me, he pulled the gun and I took off running."
Rusk Street was closed as police investigated the shooting. It has since been reopened.