It happened around 2 a.m. near Crestone.
The woman was inside a Mercedes when the shooting happened, but it wasn't clear what led to the incident.
A man was interviewed by Fort Bend County deputies early Saturday, and authorities said he was cooperating with their investigation.
The man told investigators that the woman pointed a gun at him and he fired at her in self-defense, according to sheriff's deputies on the scene.
There was no word on the woman's identity.