The Metropolitan Police said officers were called to reports of a shooting at about 21:15 GMT on Saturday in Harlesden where they found the woman, believed to be aged in her 40s. She died at the scene, BBC reported.
One of the two men, both aged in their 30s, is said to be in a critical condition. The other man's injuries are not life-threatening.
A local resident, who did not wish to be named, said they heard five gunshots in a row on Saturday night. No arrests have been made and a murder investigation is under way.
A man who lives near the scene of the shooting told the PA News agency: "I was inside the church and someone came in and said there had been a shooting.
MA/PR
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