According to the town's mayor, the 19-year-old woman was in the street when celebratory shots were fired from a procession of cars involved in another wedding.
"The young woman took a buckshot bullet to the head" coming from a passing vehicle, Fabien Thiémé said.
Emergency services treated the woman at the scene but she died later in hospital from her wounds.
The suspect, a man in his late 20s, was detained by locals after he got out of the car. He and the 26-year-old driver of the car were arrested shortly afterwards.
The prosecutor of Valenciennes, in the Nord Pas-de-Calais region, Francois Pérain, said the suspect took the hunting rifle to fire in the air to "add to the atmosphere".
Casings found in the car suggest the suspect shot the 12-calibre shotgun, several times as they drove by.
The driver, who called himself the "best friend" of the groom at the wedding he had attended, agreed to drive the suspected shooter, who was not on the guest list.