Two men and a woman have been shot dead outside a Walmart store in south-western Oklahoma.

Two victims were shot inside a car and the third was in the car park outside the store in Duncan, Police Chief Danny Ford said.

The gunman was among the dead, police said.

Two bodies covered with sheets were visible in the car park on Monday afternoon. One body was in the driver’s seat of a red, two-door car. The other body was lying on the ground next to the vehicle.

Bullet holes were visible in the car’s windshield. Police said in a Facebook post that a handgun was found at the scene.

Authorities from multiple agencies including the Oklahoma State Bureau of Investigation, the state highway patrol and the Stephens County sheriff’s office were investigating the scene.

Walmart shooting scene
Two men and a woman died in the shooting (Sean Murphy/AP/PA)

Police are also looking for witnesses to the shooting, Mr Ford said.

Aaron Helton, of Duncan, said he was parking outside the Walmart where he planned to buy groceries when he heard about nine gunshots.

“I arrived and there were three bodies,” Mr Helton said.

No staff members were involved in the shooting and the store was not evacuated, Walmart spokeswoman LeMia Jenkins said.

“This was an isolated incident in the parking lot and was not an active shooter situation,” Jenkins said.

Duncan is about 80 miles south of Oklahoma City.

The Walmart store is in a commercial centre that includes a sporting goods store and a dollar store along US Highway 81, the main road that passes through Duncan heading south toward Texas.