Amber Thompson, who is 20 weeks pregnant, said she was walking alone to Tesco, in Old London Road, to buy an ice cream when she heard a loud bang and felt a pain in her left shoulder at about 8.15pm on Monday (July 19).
The 22-year-old mother-of-two said she did not see who fired – what is believed to have been a pellet – at her but that it came from a black car.
Amber immediately called her parents, who told her to go home, and she was met by paramedics.
Due to blood coming from the wound below her left shoulder, and a high blood pressure, Amber was taken to hospital where she remained on Wednesday.
Amber said: “I’m still so shaken up, very sore and now so scared to go out on my own ever again. I’m so thankful I didn’t have the kids with me but I am also so thankful I’m still here alive and the kids are fine. It could have been so much worse.
“I’m currently waiting for more scans to see if there’s anything in it.”
Amber said she was on antibiotics and had been told to take her time resting.
The incident was reported to Sussex Police on Monday night.
A spokesman for Sussex Police said: “Police are appealing for witnesses after a 22-year-old woman was hit in the back with a projectile as she crossed a road in Hastings.
“The incident happened in Old London Road on Monday (July 19) at about 8.15pm. The female victim was taken to hospital for treatment.
“Enquiries are ongoing, and anyone who saw what happened or who has any other information is asked to contact police online or by calling 101 quoting serial 1412 of 19/07.”