Jennifer Hamilton was standing outside around 9:29 a.m. in the 6500 block of West Diversey Avenue when someone approached her and started shooting, police said.
She suffered multiple gunshot wounds and was taken to Loyola University Medical Center where she was pronounced dead, police said.
Police taped off a portion of the parking lot as they investigated the scene.
Police have a suspect in custody. Charges have not been announced.
Target issued the following statement on the shooting:
"We were saddened to learn of a shooting in the parking lot of our Brickyard Chicago store earlier today. It is not an active shooter situation and all other guests and team members are safe. Our security team immediately called law enforcement and secured the store, and we appreciate the fast response of the 25th Precinct Chicago Police Department. Target will provide law enforcement with any information needed for their investigation."
The shooting happened in the 25th police district, which has seen 29 shootings and eight murders so far this year through Sunday, according to police statistics.
In May 2020, police dragged a woman from her car and pinned to the ground at the Brickyard mall. The woman, Mia Wright, sued the city and settled for $1.67 million earlier this year.
Sun-Times Media Wire contributed to this report.