A newly pregnant nanny, who was the wife of an airman stationed at Luke Air Force Base, died Monday after being struck in the chest by a stray bullet while visiting a spot in the Arizona desert known to be a popular target shooting area, police said.

Kami Gilstrap, 24, of Goodyear, was roaming the desert in Buckeye, about 30 miles west of Phoenix, on Sunday during a family outing when she was struck in the chest. She was airlifted to a hospital where she later died. The baby also did not survive.

“We are shocked and devastated at the passing of our beloved wife, daughter and friend. We thank everyone who has reached out in love to share their condolences. They are much appreciated,” the family said in a statement to ABC15 Arizona.

Gilstrap was expecting her first child with husband Blake Gilstrap, AZFamily reported.

The type of bullet that struck Gilstrap and the person who fired the gun weren’t identified as of Tuesday. Authorities said there were hundreds of people doing recreational shooting at the time Gilstrap was hit, making it difficult to pinpoint the shooter.

“The biggest challenge we're facing in this investigation, right now is that there are hundreds of shooters out here and there were hundreds of shooters just south of where the incident occurred, which is a 1-mile stretch of area. In trying to determine trajectory, and actually the round that hit her, it's gonna be a very challenging investigation at this point," Buckeye Police Chief Larry Hall told AZFamily.com.

Authorities are often in the area to monitor the activity. It's legal to shoot on large swaths of U.S.-owned land in Arizona. Hall said there’s no regulations on which direction people have to shoot.

"There’s tons of ricochets,” he said, adding that he “would never bring” his family or friends to the area. "Out here we have tons of trash. All that trash is potential for a round to ricochet and hit another shooter. And that’s where this whole situation out here is absolutely dangerous.”

Hector Guzman, who has done target shooting in the desert, said it was only a matter of time before a deadly incident occurred.

"It’s something that would have been a matter of time -- not if, but when -- it was going to happen,” Guzman told AZFamily.

Jamie Rubio told ABC15 he goes to the area for target shooting twice a month for “good bonding time” with his children. He also said it was a “good pastime, stress reliever,” but said Gilstrap’s death means people should be more cautious.

"The death makes you feel just a little more cautious about the people who are next to you," Rubio said.

Buckeye police and the Bureau of Land Management said they are conducting an investigation and addressing safety concerns to prevent another incident.

The Associated Press contributed to this report.