The police said that Kakoli, 25, went out of her residence at Jagannathpur village at Keshpur with her husband Biswajit Bordoloi in the early hours on nature's call when someone shot at them from behind, injuring the two.
While Kakoli died on her way to the Midnapore Medical College, her husband was taken to SSKM Hospital in a precarious condition in Kolkata.
Trinamool district TMC president Pradyot Ghosh alleged that opposition parties were involved in the shooting.
A police patrol has been set up in the area and raids are being conducted to nab the culprits, the police said.