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.