Patrol officers responded to an apartment complex on 240 Interchange Drive, NE in Palm Bay at 3:17 p.m. Saturday.
Police said the woman and her husband each had gunshot wounds.
The couple was taken to the hospital. The woman is stable but her unborn baby, eight months along, did not survive, police said.
The man was hurt in the shooting and is also stable, police said.
Police said the shooting is domestic-related, and they are investigating who shot who and why it happened.
Elizabeth Staats was nearby.
"I saw the man with blood on his hand," Staats said.
Police say a child inside the apartment was taken into DCF custody.
Staats said she's heard the couple arguing before.
"If this hadn't happened the child would be alive and that's terrifying. I can't imagine how that has to be for the family," Staats said.