The body of Bonnie Penner, 31, was found by a colleague lying in a pool of blood with three gunshot wounds in the head, police said.
The killing occurred around 8 a.m. local time, just after Penner opened the Unity Center, which houses a chapel and a clinic, in the port city of Sidon.
Police believe an unidentified gunman knocked on the door and shot her with a 7-mm pistol. The killer fled.
Police officers, who spoke on condition of anonymity, said Penner, a nurse married to a Briton, had been working at the clinic for three years.
The center's director, Rev. Sami Dagher, said the center provides medical care and gives aid to low-income people.
"May God forgive them," he said, referring to the gunman and whoever might have been associated with him.
It was not clear whether the killing was politically motivated.
A U.S. Embassy spokesperson said the embassy was investigating the killing of an American. A delegation from the embassy went to the center.
The killing was the first of an American in more than 10 years in Lebanon, which saw many attacks against Americans in the 1980s during the civil war.
More than 270 Americans were killed in shootings and suicide bombings, including two that targeted U.S. Embassy buildings and one that destroyed the U.S. Marine base in Beirut.
Other Americans were kidnapped and held hostage for several years, prompting the State Department to declare Lebanon off-limits to Americans until 1997, when a travel ban was lifted following improved security conditions.
Anti-American sentiment has been building across the Middle East. Many Arabs see the U.S.-Iraq standoff as another sign of Washington's anti-Arab stance, and believe the United States has sided with Israel in the Israeli-Arab conflict.
On Nov. 12, small bombs exploded outside three American fast-food restaurants in Lebanon, causing damage but no casualties. There have been numerous such attacks this year.
Washington's designation of Hezbollah guerrillas as terrorists is another point of division. The Lebanese see Hezbollah as both an influential political faction and a resistance movement that helped end the 18-year Israeli occupation in southern Lebanon.
Earlier this year, thousands of Lebanese and Palestinians demonstrated during a visit to Lebanon by U.S. Secretary of State Colin Powell, burning U.S. and Israeli flags and shouting: "Oh, God! Powell out!" and "Death to America! Death to Israel!"
In Jordan last month, a U.S. aid agency official was shot and killed outside his home in the capital. Jordanian officials have said they believe the attack was politically motivated.
In April, the State Department issued an updated travel warning for Americans in Lebanon, alerting U.S. citizens of "the risks of travel to Lebanon" and recommending that Americans "exercise caution while traveling there."
"During Lebanon's civil conflict from 1975 to 1990, Americans were the targets of numerous terrorist attacks in Lebanon," the warning continued. "While there have been very few such incidents in recent years, the perpetrators of these attacks are still present in Lebanon and retain the ability to act."
In addition to Hezbollah, the notice mentioned Asbat al-Ansar, "a terrorist group with apparent links to al Qaeda" that has been banned by the Lebanese government but still operates there.
American airlines are barred from using Beirut's airport, and the Lebanese Airline, Middle East Airlines, cannot fly into U.S. airports.