Around midday, Consolata missionary Sister Leonella Sgorbati, 65, was crossing the road between SOS Hospital where she worked and the SOS Village where she and four other women religious lived.
Two gunmen emerged from behind nearby taxis and kiosks and shot her.
Sister Leonella was rushed to the SOS Hospital and died shortly after.
"She realized that she was dying, because she kept saying 'I can't breathe,'" according to a statement today from Consolata religious to the Catholic Information Service of Africa (CISA) in Nairobi. "Her last words were: 'I forgive, I forgive.'"
Sister Leonella's body had seven bullet wounds, said the women religious, who are nurses at SOS Hospital. Two suspects were arrested and investigations have been launched by the Union of Islamic Courts, reported CISA.
The body of the missionary was flown to Nairobi on Sunday night in the company of three Consolata religious.
An autopsy was scheduled, said Sister Josephine Barbero, the Consolata regional superior in Kenya.
A requiem Mass will take place on Thursday at the Consolata Shrine Parish Westlands, Nairobi. The body will be laid in the church from 9 a.m. for viewing. Sister Leonella will be buried at Nazareth Hospital cemetery in Kiambu.
"I am sure she wanted to [be buried] in Kenya because she loved Kenya so much," Sister Josephine said.
Bishop Giorgio Bertin of Djibouti, also apostolic administrator of Somalia, will be present at the funeral.
Leonella Sgorbati was born in Gazzola, Piacenza, Italy, on Dec. 9, 1940. She joined the Consolata Missionary Sisters in San Fre, Cuneo, in May 1963 and took her perpetual vows in November 1972.
After nursing school in England (1966-1968), she was appointed to Kenya, where she arrived in September 1970. From then until 1983 she served alternately at Consolata Hospital Mathari, Nyeri, and Nazareth Hospital in Kiambu on the northern outskirts of Nairobi.
In mid-1983, Sister Leonella started her advanced studies in nursing and in 1985 became the principal tutor at the school of nursing attached to Nkubu Hospital, Meru.
In November 1993 she was elected regional superior of the Consolata Missionary Sisters in Kenya, a duty she performed for six years.
After a sabbatical, in 2001 she spent several months in Mogadishu, looking at the possibility of setting up a nursing school in the hospital run by the SOS Village organization.
Hermann Gnemer School of Registered Community Nursing opened in 2002, with Sister Leonella in charge. The first 34 nurses graduated from the school this year, awarded certificates and diplomas by the World Health Organization because Somalia has had no government since 1991.
Sister Leonella was keen to train tutors for the nursing school. She returned to Kenya with three of her newly graduated nurses, to register them for further training at a medical training college.
She faced difficulties in obtaining her own re-entry visa to Mogadishu, due to the new rules of the Islamic courts that now control the city and its environs. She managed to return to Mogadishu on Sept. 13.