The 57-year-old victim's family made the discovery around 9 a.m. Sunday as they were desperately trying to track her down.
Investigators are now combing over the victim's red Toyota RAV4 back in the crime lab, looking for evidence.
The locked car was found in the parking lot of the Hawaiian Gardens Casino.
Lt. John Corina with the Los Angeles County Sheriff's Department says he believes the victim was slain somewhere else and the car was driven to the casino after the murder.
Investigators say it remains unclear exactly how the woman was killed. Corina says the victim's family looked at several other locations before the casino.
"They were looking at different places trying to track her down, and this is one of the places they checked. They just happened to find her car here," Corina said, adding that detectives are looking into whether the victim frequented the casino.
The casino has a lot of security and detectives are reviewing numerous surveillance cameras in hopes of solving the murder mystery.
The victim, whose identity was not released, was a married mother from West Covina. She worked as a nurse and was last seen leaving work in Los Angeles Friday morning, but she never made it home.
If you have any information regarding this case, you're urged to contact the Los Angeles County Sheriff's Department's Homicide Division at (323) 890-5500.