The woman was shot several times and left for dead in the Brighton Beach section.
Police came to the victim's apartment on Surf Avenue Thursday night.
Sources say her boyfriend was home and that he is cooperating with the investigators as the hunt is on for her killer.
Detectives worked the neighborhood Thursday night piecing together every possible clue.
The victim was at the corner of West 2nd Street and Sea Breeze Avenue in Brighton Beach just before noon.
Witnesses say a man in his 50's on a mountain bike approached her, shot her several times in the torso, and then peddled away.
Eyewitness News doesn't know what 65-year-old Alla Kamenex was doing here.
Paramedics rushed her to Coney Island Hospital where she was pronounced dead.
It was a violent scene that neighbors can't believe happened on their quiet block.
"I'm surprised this happened here. It's not a usual thing and the time it happened is not usual time," said Willy McCall, a resident.
"It's scary because we all have children. It's just so scary," another resident said.
Kamenex lived at 601 Surf Avenue, less than a mile away from where she was gunned down.
Police sources say that detectives came and found her 70-year-old boyfriend in her apartment.
Investigators are speaking to him and sources say he is fully cooperating.
Neither Kamenev nor her boyfriend have arrest histories.
So far no arrests have been made.