Chicago police are investigating a fatal shooting in the city's Little Village neighbourhood that left a 22-year-old woman dead on Saturday night.

Police said the woman was standing outside in the 2800 block of West 23rd Street at about 8:43 p.m. when she heard a loud noise and felt pain. She had been shot in the armpit area, according to the department's initial account, reported by Chicago outlets including the Sun-Times, ABC7 and CBS2.

She was taken to Mount Sinai Hospital in critical condition and later died of her injuries. Police had not publicly released her name in the initial reports, and no suspect information was released.

Area Four detectives are investigating. Police said no one was in custody as of Sunday's reports, and they have not said what led to the gunfire.