Kiran Bala, 38, was shot dead Saturday night in Khoda residential colony.
Police said she was sleeping with her five-year-old son when the assailants opened fire.
Kiran received bullet injuries in the head, police said. After killing Kiran, the assailants escaped.
The woman had married Mukesh Gurjar - a history sheeter - about 15 years ago. He is presently lodged in Tihar Jail.
"No arrest have been made. The dead body has been sent for autopsy," said city police chief Shiv Shankar Yadav.