The Muang Yala police station was alerted about the shooting at Ban Kalupae village in Tambon Taseh in Muang district at 12.15 am on Wednesday.
Muniroh Hamah, 23, who lives alone at the house, was hit by one bullet in her abdomen and was rushed to the provincial hospital.
Police found four bullet holes in the wall of her room.
Police said an unknown number of attackers arrived on motorcycles and opened fire at the house and fled.
Police have yet to investigate whether the shooting was motivated by a personal conflict or whether it was an act of insurgency.