Shamim the popular Pakistani theatre actress, aged 29, was killed early in the morning outside her house in Shah town of Multan city, about 350km from Lahore.
Shamim was shot dead by an unidentified gunmen in Pakistan's Multan, which falls in Punjab province.
Saifur Rehman her brother, told police that someone had called her to come outside the house.
"When she came out of the main gate of her residence, an unidentified men opened fire on her, killing her on the spot," he said.
He said his sister had recently received threats from someone for performing in theatres.
Shamim's family also suspect that her estranged husband might be involved in the murder.
Police has registered an FIR against unidentified persons and said it will probe the case from all angles.
Shamim was known as 'Shamo' and a very good dancer.
Last year, famous theatre actress Kismat Baig was killed by her estranged lover in Lahore. She was shot 11 times in her legs, stomach and hands. "Kismat now you will not be able to dance," one of the gunmen said after spraying bullets on her legs, her driver had told police.
A number of stage actresses - Nadra, Nagu, Yasmin, Naina, Nagina, Marvi, Karishma, Sangam and Arzo - of Lahore and Multan had been killed in the past, either by their estranged lovers or over enmity issue.
Bob Blackman MP speaks during the event