The pair who fatally shot two Las Vegas officers and a civilian before killing themselves were reportedly white supremacists who targeted police.
The two suspects were married, the Las Vegas Review-Journal reported. They killed themselves in an apparent suicide pact.
Their identities have not been released but their home was being raided by police.
The Review-Journal said investigators had found paraphernalia associated with white supremacy theories as well as swastikas.
Three people, including the two police officers, were shot dead in a Las Vegas supermarket.
Police said the officers, named as Alyn Beck (42) and Igor Soldo (32) were ambushed and shot at point-blank range as they ate lunch at CiCi's Pizza restaurant.
The two suspects - a man and a woman - then fled to a Walmart across the street where they killed a third person before taking their own lives.
A local newspaper, the Las Vegas Sun, reported the attackers took the officers' ammunition before running inside the supermarket.
Larry Hadfield, a spokesman for the Las Vegas Metro Police Department, said that before opening fire, one of the suspects shouted "This is a revolution".
"We don't know anything about the suspects yet and are trying to learn more" he said.
Governor Brian Sandoval said he was "devastated" by what he called "an act of senseless violence", while Sheriff Doug Gillespie added "It's a tragic day. We have a community to protect and we'll do it with our heads held high".
Mayra Calvillo told the Las Vegas Sun she was working inside the Walmart when she heard someone yelling for people to leave.
She said she saw a man with a handgun raised in the air fire at least one round.
Another shopper described a scene of pandemonium inside the store as people ran towards emergency exits.
Both the pizza restaurant and the Walmart store remained closed while detectives carried out forensic investigations.
A Walmart spokesman said "We express our deepest condolences to everyone who has been affected."
This man was inside CiCi's Pizza restaurant and spoke to one of the attackers.