Nederland Police Chief Darrell Bush says 36-year-old Hollie Crenshaw was killed around 6 a.m. Friday as she prepared to open the Around the Clock Child Development Center.
Bush told Beaumont TV station KFDM that a man taken into custody at the scene waited for police to arrive then surrendered.
The chief says the alleged shooter, who has not yet been named, is believed to be the woman's boyfriend.
Bush said the man apparently followed Crenshaw to the daycare and fired three shots, striking her in the head.
No children were around. The daycare, which is located in Nederland between Beaumont and Port Arthur, is closed for the day.