The victim was found in the mall's parking lot, near 71st and Memorial, and pronounced dead at the scene.
Police told Fox23 that the bullet possibly went through her chest and out her back. Officials initially said the victim was shot in the back, but later said they were unsure if the shooting was a homicide or a suicide.
Officers recovered only one shell casing.
No suspects or motive were immediately available. Police have not yet identified the victim.
Witnesses said they did not hear any fighting or disturbances before they heard a muffled shot.
A man walking out of steakhouse Texas de Brazil saw the victim laying by her still-running car and called police.
Officers said it would be unusual for the gun to be left at the scene if the shooting was a homicide. If it was a suicide, authorities said it’s unusual for the victim to be outside of the car with a vehicle still running.
Investigators tried to review surveillance footage, but say it was "sporadic" and they haven't been able to find video that tells them what happened.