Police said Farzana Parveen, resident of Faisalabad, had married Mohammad Iqbal of Jaranwala a few months ago against the wishes of her family.
The incident happened as the couple reached the court premises to record Farzana's statement to defend her husband against allegations by her family that he kidnapped her and forced her to marry him.
Initially, the family members fired shots in the air and tried to snatch her from Iqbal.
Farzana, who was three-months pregnant, died while her husband managed to escape.
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Police arrested Farzana's father but her brothers fled from the scene, The News International reported.
Police on information reaching the spot sent the body for autopsy and registered a case on complaint of the victim's husband.
Around 900 women were killed in Pakistan last by their families in honour killings, according to Human Rights Commission of Pakistan, a private organisation.