The killing went down in the apartment the two had shared since September.
Neighbors told police they heard a loud domestic argument rage in her second floor apartment, then multiple gunshots, then saw a man fleeing the scene.
Haynes, who has a lengthy criminal record, immediately became the number one suspect.
"He's a live-in boyfriend, he hasn't been seen since. He did not show up for work today and we need to talk to him," Captain James Clark of the Philadelphia Police Department said.
27-year-old Rasheedah Blunt was killed as her 6-year-daughter slept in another room along with a 3-year-old male cousin.
Police say the children did not wake up until they arrived.
Blunt's relatives say they were all last together for a big family meal on Thanksgiving.
Ashley, a shocked, grieving cousin, says Haynes appeared to be a nice guy.
"He gave her everything she wanted. That's why I don't understand why he would do such a thing, to hurt her," Ashley said.
Police say Haynes has been out of jail for less than a year.