Authorities say 61-year-old Alfredo Monegro shot his daughter, 34-year-old Miosotis Monegro, before turning the gun on himself.
The incident happened at Bridge Street and Memorial Highway in New Rochelle around 8 a.m.
Police say Alfredo Monegro approached Miosotis Monegro and simply opened fire.
"She is believed to have been leaving for work," a police official said. "We don't know if he followed her or just confronted her at the intersection...But he confronted her there and fired one shot at her, and then kneeled down and took the revolver and shot himself in the mouth."
Alfredo Monegro was pronounced dead. Miosotis Monegro is in critical condition with gunshot wound to the neck.