Authorities say the doors to the family SUV were open when they got there.
"We don't know who was leaving, whether she was leaving or wether he was leaving," Harris County Sgt. Curtis Brown said.
Deputies say it appears someone tried to move the body but didn't get far. Before the shooting, neighbors across the street tried to step in to help. But once they saw a gun, they retreated into their house.
"This is really, really sad," said Steve Hochanadel, a co-worker Michael McDougall.
Hochanadel said both of their families moved here from Denver in the last six months and work as petroleum engineers for the same oil and gas company.
"He's a solid engineer, very bright guy," Hochanadel said.
While Hochanadel says work is often stressful, he says the man police now have in custody has always been an active father and pleasant neighbor.
"I came out, the police were here, and I saw who they had, and I was pretty upset about it -- the whole thing," Hochanadel said.
Also upset are neighbors along this street; they wonder why anyone would want to kill an expecting mother so violently.
"Causes you to wonder if you could've done something different to help," neighbor Robert Harr said.
The medical examiner's office took the victim's body to perform an autopsy, and CPS, along with a school nurse, have been staying with the children at neighbors' homes.