Police were called to the corner of Governor and Michigan streets just before 11 PM, where they found 49-year-old Latonya McNary inside a vehicle with a stab wound to her chest.
The McNary was taken to Deaconess Hospital where she later died.
Officers believe she was having an argument with her on-again off-again boyfriend, 65-year-old Robert Krietemeyer when the stabbing happened.
Krietemeyer has been arrested and charged with murder.
An autopsy for McNary is scheduled for Wednesday.