At 3:15 a.m., the Terrell County Sheriff's Office and EMS responded to a home in the 3700 block of Doverel Highway in response to a shooting.
When they responded, officials say they found 28-year-old Tameda Ferguson who was fatally shot.
Officials say that the brother told them he was sleeping inside the home when she was shot.
Ferguson was six to eight months pregnant when she was killed.
The Georgia Bureau of Investigation has launched a homicide investigation.
At this time, no suspects are in custody.
Anyone with information on Ferguson's murder should contact the Terrell County Sheriff's Office at 229-995-4488 or the GBI office at 229-777-2080.