Officers found a man and a 38-year-old pregnant woman shot inside a car at about 8:13 p.m. Thursday, Baltimore police said.
Both victims were taken to Johns Hopkins Hospital where the man was immediately pronounced dead, police said.
The woman gave birth and was pronounced dead a short time later, police said.
The newborn is in critical condition as a result of the emergency delivery, not the shooting, Baltimore Police Commissioner Michael Harrison told reporters.
Police said they believe at least two gunmen fired multiple shots.
The suspects' car pulled up next to victims' car as it was parking, and one person fired out of the passenger window into the victim's car, police said. Authorities believe the second gunman then got out of the driver's side and fired into the victim's car, police said.
"To be quite honest and frank, I don't really give a s--- what the conflict was," Baltimore Mayor Brandon Scott told reporters. "We cannot have folks shooting at pregnant women in our city."
Harrison called it a "very, very violent, brazen assault."
He added, "We will do everything within our power to find who did this, catch them and hold them accountable."
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