Authorities say Nykea Aldridge, 32, was killed when two males walked up and fired shots at a third man about 3:30 p.m. Friday. Police say the woman was not the intended target.
Wade's mother, Jolinda Wade, spoke Friday night about Aldridge's death while holding her sobbing sister close.
"Just sat up on a panel yesterday, The Undefeated, talking about the violence that's going on within our city of Chiacgo, never knowing that the next day we would be the ones that would be actually living and experiencing it," she said.
Dwyane Wade, who returned to his hometown by signing last month with the Bulls, and his mother both were part of a series of panel discussions on gun violence hosted Thursday by The Undefeated on ESPN.
The conversations were held at the South Side YMCA in Chicago and focused on athletes, their experiences with violence and police, and the responsibility to act. Wade, who was not in Chicago, appeared via satellite.
Police and the Cook County Medical Examiner's Office say Aldridge suffered gunshot wounds to her head and an arm. Police say the baby wasn't hurt and that a relative has taken custody of the child.
Family spokesman Pastor Edward Jones said Aldridge was a mother of four and was walking to register her children for school. He said the family recently moved to the neighborhood.
Police say one of the males who fired shots was being questioned Friday evening.
Chicago has been hit hard by violence. More than 2,600 people have been shot in the city, mainly on the South and West sides. With 463 murders as of Wednesday, Chicago is on pace to record its largest number of homicides since 1997, when 761 people were killed in the city.
Wade did not speak directly to gun violence during his appearance for The Undefeated but described his encounters with police while growing up in a South Side Chicago house headed by his mother, who was then a drug dealer.
Jolinda Wade, who appeared in the show's first segment, gave up drugs and turned her life around after being released from prison in 2003. Now a pastor, she sees the problems that contribute to the violence in the communities.
"Some parents have to work one, two and three jobs and can't be there for their kids," she said Thursday night. "Reality TV is raising our children today. And they're going out on the street and being disconnected. .. They grow up and look around and nothing's there."