The woman was fatally struck near her home in Minneapolis' Fulton neighborhood after two police officers responded to the 911 call around 11:30 p.m. local time, according to authorities.
Officials have not released the woman's identity, but ABC's Minnesota affiliate, KSTP, identified her as Justine Damond, a 40-year-old Australian native who had been living in the area with her fiance. The two were planning to get married next month, according to KSTP.
"My mom is dead because a police officer shot her for reasons I don't know," her stepson, Zach Damond, told KSTP on Sunday.
The Minneapolis Police Department told ABC News on Sunday that both officers were placed on paid administrative leave, pending investigation of the shooting.
The Minnesota Department of Public Safety Bureau of Criminal Apprehension, which is investigating the shooting along with the MPD, said that the officers' body cameras and the squad camera were not on at the time. Investigators are working to determine whether any video of the shooting exists, the department said.
The BCA said the investigation is in its "very early stages" and more information will become available "once initial interviews with incident participants and any witnesses are complete," according to a statement released Sunday.
The department said the Hennepin County Medical Examiner's Office will conduct an autopsy to determine Damond's cause of death. It said the information would be released after her family is notified.
Minneapolis Mayor Betsy Hodges said in a statement released late Sunday, "Tonight, I'm sad and disturbed. This is a tragedy — for the family, for a neighborhood I know well and for our whole city ... My thoughts are with the family and the community."
More than 300 people gathered for a vigil on Sunday evening near the site of the shooting.
"Policing, the concept, is an unchecked variable in this nation," one vigil attendee said, according to KSTP. "What we need to do is be together, and what they've spent centuries doing is keeping us apart."
The Australian Department of Foreign Affairs and Trade said it is providing consular assistance to Damond's family members and released a statement on their behalf.
"This is a very difficult time for our family. We are trying to come to terms with this tragedy and to understand why this has happened," it said. "We will not make any further comment or statement and ask that you respect our privacy. Thank you."