Brother and sister killed at Israeli checkpoint
No Israelis were wounded.
The Palestinian health ministry identified the woman as Maram Abu Ismail, 23, from the nearby West Bank village of Beit Surik, alongside her brother, Ibrahim Salah Taha.
Alaa, a witness who works near the checkpoint, told AFP "policemen shouted at them to go back and they seemed not to know what to do any more".
"They shot the girl first and then the man looked like he didn't know what to do, he tried to go back but they shot him too."
An Israeli spokesperson said that the woman was carrying a knife.
"Officers and border policemen at the Qalandia checkpoint saw male and female [Palestinians] walking towards the passage for cars only, with the woman's hand concealed in a purse and the man's hand behind his back holding something," spokeswoman Luba Samri said.
"Police ordered them to stop a number of times without success."
Following the shootings, soldiers threw tear-gas canisters to disperse crowds at the heavily fortified checkpoint on the northern outskirts of Jerusalem.
The incident is the latest in a wave of violence that has killed 203 Palestinians and 28 Israelis since October.