Thornton Police said "it was not an active shooter" but advised people to stay away from the area.
"Shooting just occurred at Walmart, 9900 Grant St, multiple parties down. Please stay away from the area," Thornton Police Department said in an earlier tweet.
A large number of police vehicles were seen in the parking lot of the Walmart.
Local news channels said a few ambulances were rushing to the Walmart, describing the scene as "chaotic".
A press conference by the police department was expected soon when the report last came in.
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