Police are searching for one shooter and are sweeping stores in the Cascade mall, Sgt Mark Francis said about the shooting in Burlington, about 100 kms north of Seattle.
Authorities said four women and a man were killed in the shooting.
Francis, spokesman for the state patrol, said the victims were shot in the makeup department of the Macy's store.
Authorities released a surveillance image of the suspect apparently walking through a store and holding a rifle.
Washington Governor Jay Inslee said in a statement that many questions remain but state patrol and local law enforcement are on the scene working swiftly to locate the shooter and clear the area.
The FBI's Seattle office announced that it was assisting local investigators with intelligence reviews and manpower.
The bureau said on Twitter that it "has no information to suggest additional attacks planned" in Washington state but did not elaborate.
"Then I heard seven or eight more, and I just stayed quiet in the dressing room because it just didn't feel right. And it got very quiet. And then I heard a lady yelling for help, and a man came and got me and another lady, and we ran out of the store," Caswell said.
Authorities also released a photo of a man believed to be the gunman.
"Here is the shooter. We believe just one shooter...Armed with rifle," Francis tweeted. He said police are "actively searching for suspect, tracking leads.
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