Staff sergeant Jessica Mitchell, 30, died from multiple gun shot wounds while on holiday leave in San Antonio, Texas.
Ms Mitchell was discovered in a vehicle after firefighters in the city responded to reports of a vehicle collision, according to FOX 29.
She was taken to University Hospital San Antonio, where she was pronounced dead.
Mitchell was assigned as a dental specialist to the US Army Medical Center of Excellence on Joint Base San Antonio-Fort Sam Houston.
“We are devastated by the tragic loss of Drill Sergeant Jessica Mitchell," said Major General Dennis LeMaster.
"Our sincere condolences go out to her family and friends. We are focused on supporting Drill Sergeant Mitchell’s family as well as her soldiers during this extremely difficult time.”
Military officials say that the army’s criminal investigation division and the San Antonio police department are both investigating.
"I told all my children, I want you to do better than what I have done," her father, Mayo Mitchell, told FOX 29.
“She and my children have so far and she wanted to be the best that she can be in her military career. But that was cut short."
Ms Mitchell’s brother, Justice Mitchell, was also shot and killed in 2017 at the age of 18.
“Why would anybody want to do this?" added her sister Ashley Mitchell.
“Why do people do such heinous acts of crime for no reason?”
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