An ambulance leaves the parking lot of the King Soopers grocery store in Boulder, Colorado. AFP/VNA Photo

BOULDER A gunman killed at least 10 people including a police officer at a grocery store in Colorado on Monday, police said, in the latest shooting to hit the western state – scene of two of the most infamous US mass murders.

The shooter is being held in custody and was injured, said Michael Dougherty, district attorney for Boulder County, located 50km northwest of the state capital Denver.

Among those dead was "heroic" police officer Eric Talley, 51, who was the first to respond to the scene at a King Soopers supermarket, said police chief Maris Herold.

"We know of 10 fatalities at the scene, including one of our Boulder PD officers... Officer Tally responded to the scene -- was first on the scene – and he was fatally shot," said Herold.

Live-streamed video earlier had showed a white middle-aged man – shirtless and seemingly covered in blood – detained by police and led from the supermarket.

The suspect in custody was the only person suffering "serious injuries at this point", said police commander Kerry Yamaguchi, without confirming that the man in the video was the suspect, or any possible motive.

President Joe Biden – who last month called on Congress to enact "commonsense" gun law reforms – had been briefed on the shooting, White House Press Secretary Jen Psaki tweeted.

Majority leader Chuck Schumer said the Senate "must and will move forward on legislation to help stop the epidemic of gun violence".

"My heart is breaking as we watch this unspeakable event unfold in our Boulder community," said Colorado governor Jared Polis, calling the incident a "senseless tragedy".

"Words can do no justice to the tragedy that has unfolded this afternoon," tweeted Boulder mayor Sam Weaver.

- 'We ran' -

Police responded to phone calls of shots fired in the area, and a possible person with a patrol rifle, around 2.30pm local time, said Herold.

Eyewitnesses inside the supermarket said they heard multiple gunshots before fleeing through a back entrance.

"I just nearly got killed for getting a soda and a bag of chips," Ryan Borowski, who was in the store when he heard at least eight gunshots, told CNN.

"It felt amazing that everybody was helping each other out and that our instincts were on the same page and we ran... I don't know why other people didn't, and I'm sorry that they froze. I wish that this just didn't happen."

Unverified early images livestreamed by an eyewitness showed at least three people lying prone on the ground both inside and outside the store, before multiple new gunshots rang out.

Dozens of armored vehicles, ambulances and armed personnel including FBI agents and SWAT teams were deployed to the scene.

Later, shoppers who had been led safely out of the store sat wrapped in blankets, talking to emergency workers in the snow-covered parking area.

"Police officers' actions fell nothing short of being heroic," said Herold, adding the "very complex investigation" would take at least five days to complete.

"Our hearts are broken over this senseless act of violence," said King Soopers spokeswoman Kelli McGannon, praising "first responders who so bravely responded to these acts of violence".

- 'Next mass shooting' -

The shooting follows another mass shooting last week at Asian-owned spas in the southeastern state of Georgia that left eight dead.

Colorado has previously suffered two of the most infamous mass shootings in US history.

In 1999, two teenage boys shot and killed 12 classmates and a teacher at Columbine High School before dying by suicide.

Then in 2012, a heavily armed man stormed a movie theater showing a Batman film in Aurora, Colorado, murdering 12. The gunman is now serving a life sentence without the possibility of parole.

President Biden said last month he wanted Congress to pass laws that would require background checks on all gun sales and ban assault weapons and high-capacity magazines.

"This administration will not wait for the next mass shooting to heed that call," Biden said.

On Monday, Colorado senator Michael Bennet – a Democrat – urged Americans "to revisit a national conversation about gun violence that does not regress into partisanship". AFP