"Oh, isn't that wonderful?" Mayor Tishaura Jones said, pausing briefly with a bemused expression, before continuing with what she was saying, FOX 2 in St. Louis reported.
Later, after her joint news conference on safety issues with the mayor of Kansas City, Missouri, Jones wrote about the incident on Twitter.
"I don’t flinch when gunshots ring out; my son and I often fall asleep to a lullaby of gunshots," Jones wrote.
Earlier, she shared more reactions with reporters.
"I hear gunshots in my neighborhood every night," she said, according to KMOV-TV in St. Louis. "I'm the first mayor in over 20 years to be born, raised and still live in north St. Louis, and it's unfortunate, yes I heard it, but I didn't flinch because I guess it's a part of my life now."
Jones said she and Kansas City Mayor Quinton Lucas were meeting with violence survivors and toured several local violence intervention programs on Friday.
"This is the sort of thing that happens in too many American cities," Lucas said, FOX 2 reported. "This community is working to do better for our babies like the tour we just took, and the neighborhood activist(s) who are saying maybe things have been always for generations, but we are committed to doing better."