Annie Ulmer, 24, died at an area hospital after she suffered a gunshot wound to the head.
Both Ulmer and Steven Lanosga, 28, were flown to Chattanooga for treatment of gunshot wounds, according to Evie West, information officer for CPD.
Lanosga was released from the hospital Tuesday afternoon.
Officials declined to release information about what might have led to the shootings at 1223 Crown St. at about 2:15 Tuesday morning.
No charges have been filed as the investigation continues.
According to West, Ulmer and Lanosga recently moved to Cleveland from Louisiana.
"They have been here only a short time," West said.
West said Ulmer and Lanosga were both flown to Chattanooga, where Ulmer was pronounced dead.
Detectives with CPD's Criminal Investigations Division remained on the scene most of the day Tuesday.
Also on the scene were Eric Blach and Dr. Jeff Miller of the Bradley County Medical Examiner's Office.
Ulmer's body has been sent for an autopsy, according to West.
Investigation is continuing.