Ms McNally died a “violent death” having been stabbed a number of times and police said there were “signs of defensive injuries”, the PSNI have said
Police confirmed the 32-year-old’s death is being treated as murder and an investigation has been launched.
During a press conference on Wednesday evening, PSNI Detective Chief Inspector John Caldwell said Ms McNally died a “violent death” having been stabbed a number of times and police said there were “signs of defensive injuries”.
"She was murdered at her home. Evidence now suggests she was murdered on the night of Sunday 18 December,” he added.
"Officers were called to the property alongside colleagues from the Northern Ireland Ambulance Service. Natalie was in fact 15 weeks pregnant.
"This fatal attack, which happened in her own home, has therefore resulted in a double tragedy. The death of a mother to be along with her unborn baby. Her death has left family and friends devastated and the local community in shock.
"What should have been a happy time in the run up to Christmas has changed to unimaginable grief and heartache. I am asking anyone with information about this murder to please come forward.”
Police appealed for anyone travelling on the Kiln Road in Lurgan on the night of Sunday to contact them.
Four police units and eight forensic officers attended the scene of Ms McNally’s death in the Silverwood Green area in the early hours of Tuesday morning.
A man in his 30s who was arrested was later released on police bail to allow for further enquiries.
Following her death tributes were paid to Ms McNally from across the community.
“Just so tragic… My thoughts are prayers are with Natalie’s family, friends and entire community,” said DUP MP Carla Lockhart, who described a picture shared by the PSNI of Ms McNally as a “beautiful young woman who had everything to live for”.
SDLP councillor Séamas de Faoite wrote: “The last time I got a good chat with Natalie she was heading home with her parents from Belfast Pride. She was so happy and buzzing after having an amazing day.
“Her cat updates and public transit appreciation were so wholesome. I cannot believe this has happened. I’m in disbelief.”
DUP councillor Louise McKinstry said the “entire community of Lurgan was in shock”.
“My thoughts and prayers are with her family,” she added.
Sinn Fein MLA John O’Dowd echoed that, saying the community was in “shock at the death of a woman in the Silverwood Green area of Lurgan”.
“My thoughts are with this woman’s family and friends at this time,” he said.