A two-year-old boy and a 25-year-old man have been shot dead in a video streamed live on Facebook.

The distressing footage was taken from inside a car driven by a 20-year-old woman - who was wounded in the shooting - in Chicago on Wednesday afternoon.

Reports suggest the woman was pregnant.

The man and toddler, identified as Lavontay White, were also in the car and were seen playfully listening to music moments before the shooting.

At least a dozen shots can be heard as someone screams out.

The woman is seen in the car moments before the shooting. Credit: Facebook Live

The footage becomes jumbled as the woman tumbles from the car and runs towards a house.

She is heard saying: "Call 911. They killed him... I have a bullet in my stomach. Please, please, I can't breathe. Oh my God, please don't, Lord, I can't go. I can't go."

The male victim - understood to be the woman's boyfriend and intended target - died at the scene.

Paramedics were able to revive the child but he was pronounced dead in hospital a short time later.