Rabiah Ahmad, 30, was 28 weeks pregnant and taken to University of Maryland Shock Trauma Center where she later died, the statement reads.
Physicians at the hospital delivered the baby, who was reported in critical condition, HCPD said.
Police said multiple bullets were fired from outside into the house, one of them striking Ahmad. No one else was injured.
Several unrelated people live in the house. Detectives are investigating whether anyone there was targeted, the statement said.
Police are offering a $5,000 reward for any information on the incident.