Heather Charlebois, 42, said she felt the sting as she sat at a table in the patio of Cafe Da Vinci in Deland, Florida, on July 4.
She thought it was a firecracker because the wound did not bleed.
"My first thought was somebody hit me, slapped me open handed really hard on my leg and pinched me, but it did not make any sense because I didn't see anyone," Charlebois said.
"They told me at the hospital they think it's a .38-calibre bullet lodged 4 centimetres inside my leg," she said.
Doctors said that the bullet in her right thigh is near a major artery and have advised against surgery.
The incident has police trying to figure out where the bullet came from.
The owner of the bar, Dan Reed, said he believes someone was firing a gun as part of American Independence Day and may have been shooting into the sky.
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