The body of Vindalee Smith, 38, was discovered Saturday by her landlord, the New York Daily News reported. Her unborn baby boy, who was due in just two weeks, did not survive the attack.
Smith was to be married Sunday.
"I can't even begin to imagine who would want to do that," said Smith's friend, Sybil Samuel, 58. "It would be the devil to kill a woman with a child in her stomach. They killed two people."
Investigators questioned Smith's fiance Saturday night, but he was not arrested or named as a suspect at that time, police said.
It was not clear how long Smith, a Jamaican-born mother of four, had been dead before her body was found. An autopsy was scheduled for Sunday.