Five people, including a two-year-old child, were killed in Gilbert, southeast of Phoenix, at about 1:30pm local time. The killer may be among the dead, it was reported.
Among the dead were two men, two women and one two-year-old child.
Ambulances were dispatched to the home and police cordoned off the neighbourhood, urging nearby residents to stay inside their homes.
Mesquite Junior High School, located near the scene of the incident, was briefly put on lockdown.