Police say the victims included 19-year-old Tedra Jordan, pregnant with twins, who police say was shot in the buttocks and calf, and Jeniya Love, an infant shot in the foot.
Authorities say the third victim was a 19-year-old man died after witnesses say he drove to a recreational center to get help.
Police say an 8-month old infant, also in the car, was not hurt. Maj. Keith Meadows says the two adults are the parents of the children.
Atlanta Police Officer K. Y. Jones says the incident happened at a Texaco gas station at 3330 Martin Luther King Jr. Drive at around 1:30 p.m.
Authorities say a man pulled up in a silver Honda, got out and began shooting. Police had no motive late Monday.