Deputies were called to the scene at the Jefferson Gun Outlet in Metairie just before 3 p.m., Jefferson Parish Sheriff Joseph Lopinto III said during a press briefing.
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Metairie is just a few miles northwest of New Orleans.
One initial shooter fatally shot two people inside the store, according to Lopinto. Both victims were both pronounced dead at the scene.
Several people then engaged the original suspect inside and outside the store, leaving two more people injured with gunshot wounds, the sheriff said.
A press release from the sheriff's office said the third person killed was the original shooter.
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The two injured people were transported to University Hospital and are in stable condition, according to Lopinto.
It appears the people involved in the shooting may have been customers, employees or individuals at the location, he said.
The New Orleans office of the Bureau of Alcohol, Tobacco, Firearms and Explosives has special agents working the scene, the agency tweeted.
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