The pair, both believed to be employees of the Swedish International Development Agency (SIDA), were shot in their vehicle in southern Mogadishu's Taleh residential area, the witnesses said.
The woman was identified as Maryan Hassan but few other details of the attack were available and no group claimed responsibility for the attack, which was just the latest in a string of similar incidents in the capital.
In February, gunmen shot and killed a BBC journalist outside her Mogadishu hotel while she was covering the planned relocation from exile of the Somali transitional government, in what many believe was an attempt to deter the move.
Attacks on humanitarian workers are common in the shattered Horn of Africa nation, whose government has been holed up in Kenya for security reasons since it was formed last October.
Bullet-scarred Mogadishu has been a hub of instability in Somalia which was plunged into anarchy after the 1991 ousting of strongman Mohammed Siad Barre.