The incident took place near District Park in Rohini Sector 16 at around 7 AM and the victim has been identified as Meenakshi.
"She was on a rickshaw when a motorcyclist waylaid her and opened fire at her. She was shot in her head. She died on the spot," police said, adding investigations were on to ascertain the motive behind the crime.
Investigators said they recovered one live cartridge and two used ones from the crime scene.
Meenakshi was married to businessman Parvinder Rana six years ago. Rana was earlier married to another woman but got separated before marrying Meenakshi.
Police is investigating allegations that a relative of Rana's first wife had threatened Meenakshi some time back.