Kreimeyer, believed to be the baby's grandmother, was standing 45 feet from the explosion but instantly died when she was struck with debris, causing "instant death".
Sheriff Jason Sandholdt said: "This family got together for what they thought was going to be a happy event with no intent for anyone to get hurt".
On Saturday afternoon five family members and the expectant mother gathered and placed gunpowder in the bottom of a homemade stand that was welded to a metal base plate. According to NPR, Dickey fired a rifle at a target set to explode with either pink or blue powder.
Tape was then wrapped over the top of the metal tubing, inadvertently creating a pipe bomb. "The piece of metal that hit her then continued another 144 yards".
The metal piece struck Kreimeyer in the head, his office said.
Kreimeyer was killed instantly, police said.
The Bureau of Alcohol, Toacco and Firearms is involved in the investigation, news station WBNS reported.
Gender reveal parties have gained popularity on social media but some have gone awry.
An off-duty U.S. border patrol agent, Dennis Dickey, caused $8m damage to 19,000 hectares (47,000 acres) of Arizona forest when he shot at a target full of blue-coloured explosive in April 2017 as a means of announcing the gender of his unborn child.
The sheriff said the incident was a reminder that "anytime someone mixes these things there is a high potential for serious injury or death".
One of the pioneers of the gender-reveal movement said in July that it was time to "re-evaluate" the practice and that her own daughter had begun to explore her gender and defy gender norms.