Howard County Police, which announced the fatalities via Twitter, said the suspected shooter at the Columbia Mall was among the dead.
"Police are in mall to clear people out safely," it tweeted. "Mall is believed to be secure, but people inside should wait for police."
Authorities were alerted by an emergency call to police at 1615 GMT that indicated shots were fired, it said.
"Police made entry and found three dead, one found near a gun and ammunition," it tweeted.
Earlier news reports had said that the mall, located in Columbia, Maryland, about 45 minutes outside Washington, was on "lockdown" because of an "active shooter situation."
The mall of about 200 stores is a popular weekend destination for families and young children for its indoor carousel and play area.
The Baltimore Sun newspaper said shoppers reported hearing gunfire before fleeing the upscale mall, home to several department stores such as Lord & Taylor, Macy's and Nordstrom.
NBC television spoke to one man who said he was in phone contact with his daughter, who was taking shelter in a Bank of America inside the shopping center, along with dozens of others.
"People were panicking," the man said.
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