One possible suspect was in custody and police said they were talking to another man to see if he was connected to the killings in Casa Grande, 64 kilometres south of Phoenix. Authorities called it an isolated crime.
"We don't have a motive for the shooting at this time, but this is some kind of domestic issue," said Officer Thomas Anderson, a Casa Grande police spokesman. "The shooter knew the people inside. The extent of that relationship, we don't know that yet. But it wasn't random."
The victims appeared to be adults and were all shot to death, Anderson said.
Authorities were working to identify them, and it wasn't immediately clear if they were related, he said.
Neighbours provided police with descriptions and authorities were able to identify someone they believe is a suspect, Anderson said.
Weapons have been recovered from the scene, he said, but it wasn't yet known whether they were used in the killings.
A witness told police she heard a door being kicked in and then people yelling, followed by gunshots, a woman screaming and a car speeding away.
Mindy Edwards, who has lived in the area for about six months, told The Arizona Republic that the neighbourhood was rife with drug and other criminal activity.
Dawn Schroeder, who has lived in the neighbourhood since 2001, told the newspaper it was a decent section of town with an occasional drug bust.
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