The gunman was arrested without incident when police arrived at the second home and initial reports indicated he was stunned, and muttering his name and a military rank and serial number.
Police have not yet identified the suspect and could not confirm whether he was a current or former member of the military.
"We do believe this is a domestic related incident," Corporal Melissa Frank of the DeSoto police department told reporters.
Police got a call after dark yesterday when a woman, concerned about her daughter after a disturbing phone call, went to a Dallas home and discovered the carnage.
She told police to check a home in the nearby suburb of DeSoto. While police were rushing there they received a call from a child begging for help.
When they arrived at about 10.45 pm they discovered two women had been shot dead while two boys, aged 11 and 13, were wounded.
Local media identified the shooter as a former school teacher and member of an all-male Dallas Mavericks dance troup.
He then drove to his ex-wife's home in DeSoto, but it is not yet clear if she was among the two women killed there.
Local media reported that a grenade was tossed in the DeSoto home but police said they could not yet confirm what type of explosive was used.
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