The UN aid worker was in the southeast Afghan town of Ghazni on Sunday when she was shot by a man on a motorcycle, according to a UN spokesman.
"At around 12:30 pm (08:30 GMT) today two men on a motorcycle drove by a UNHCR vehicle in Ghazni bazaar. The passenger opened fire at point-blank range on the vehicle," he said.
The woman, who was not immediately named, suffered fatal wounds and was pronounced dead on arrival at hospital.
Her Afghan driver was shot in the arm but was said to be in a stable condition.
It was not known who carried out the daylight killing but similar incidents have been blamed on Taliban fighters, who have increasingly targeted aid workers over the past few months.
Expatriate UN staff in the main southern city of Kandahar, Gardez in the southeast and Jalalabad in the east, had been told to stay in their guest houses and local staff to return home until security was reviewed.
Ghazni's provincial governor has provided security to escort UN staff from the town, 120km southwest of Kabul on the main highway to Kandahar.