Caroline Morton-Hicks, 59,was said to have become involved in an altercation at around 9.55pm.
The mum-of-three tried to run away but was chased by a gunman who shot her dead.
Mrs Morton-Hicks died at the scene.
Florida Police are appealing for information as they have no description of the attacker.
They are also unsure if Mrs Morton-Hicks was killed by one or more attackers.
Officers have not ruled out a random attack as a motive for the killing of Mrs Morton-Hicks, who had moved to the Sunshine state from Weston-super-Mare with her husband Brian.
The shocking incident happened last Monday but details have only just become clear.
Mrs Morton-Hicks and her husband moved to Florida 20 years ago. Mr Morton-Hicks, who ran a nightclub in Weston as well as travel agents with his wife in the town.
He died in 2014.
Mrs Morton-Hicks managed residential properties and played trombone in her spare time.
The Weston Mercury said Mrs Morton-Hicks last visited Britain around two years ago.
She was performing with the New Horizons Band before the killing. The band rehearsed this week with a single rose in her seat.
Friend Lee Lafleur told Tampabay.com: ”She would dance with whoever would dance with her, which was everyone.
“She always lit up a room.” Conductor Stephen P Brown added: “She was very keen to share live music with whoever wanted to listen.”