A suspect is in custody, Maris Herold, Boulder police chief, said, but authorities did not share any information about the type of weapon used or any possible motive.
“We will work 24 hours a day to achieve this,” she said, adding that such a complex investigation would take at least five days to complete.
Herold said the killed officer, 51-year-old Eric Talley, was one of the first officers to respond to the scene. Talley joined the Boulder police force in 2010, she said.
Officials did not disclose the identity of any of the other victims and said they should first notify family members.
While police were investigating the series of events, witnesses shared their experience with the horror and panic inside the store.
Steven McHugh said his son-in-law and two granddaughters were there when an armed man attacked.
“The intensity, the awfulness, is going to last for the rest of their lives,” he said.
Ryan Borowski told CNN he was shopping in the store when he heard the first shots, and by the third one everyone was running. He said he could not believe it had happened in his city.
“Boulder feels like a bubble, and the bubble bursts,” Borowski said. “It feels like the safest place in America, and I’m almost killed because I got a soda and a bag of chips.”
He added: “It no longer feels like there is a safe somewhere.”
What the authorities say has happened
Boulder police tweeted at about 2:49 p.m. (16:49 ET) that there was an “Active shooter at the King Soopers on Table Mesa. AVOID THE AREA.”
In the scanner traffic, officers broadcast images that they were in a gunfire. They continued to report that several rounds had been fired at at least 15:21 local time.
Talley was among the first officers to report to the chaotic scene outside King Soopers.
“By all accounts, he was one of the outstanding officers of the Boulder Police Department, and his life was cut short,” said Boulder County District Attorney Michael Dougherty.
Ambulances and several law enforcement agencies arrived at the store, which is part of a large mall with a two-story strip store next door.
“He was armed with a rifle, our officers fired back and fired back. We do not know where he is in the store,” an officer said according to a transcript of the audio.
One senior law enforcement source told CNN the weapon used during the shooting was an AR-15-style rifle.
At one point, police were also seen moving on the roof. The reason for the roof movements was unclear, but one witness who spoke to CNN subsidiary KCNC said his family members had been evacuated through the roof in the store.
“They hid, ran upstairs and hid in a coat closet for the last hour,” the man said. “A half-dozen policemen came in through the roof and found them and then said to them, ‘Shut up.’
As the events unfolded, the KMGH helicopter recorded a man without a shirt being taken out of the supermarket. The man looked like blood on his arm and right leg, and his hands appeared to be handcuffed behind him when two officers escorted him. The man was taken away in an ambulance.
It was unclear whether the man was involved in the active shooting inside the store.
At one point, police officers tweeted that they wanted to take people to another location, about three kilometers away, because of a ‘report of armed, dangerous individual’. But it appears the second site is not related to the shooting in the supermarket, officials said.
Calls for action against gun violence
On the heels of the three spa shootings in Atlanta, the latest attack has sparked calls for action and expressions of fear.
The tragedy in Colorado feels particularly personal, Giffords said, considering how the shooting she survived in a Tucson grocery store devastated her community.
So far this year, there have been at least six mass shootings with four or more dead in the US.
Senator Michael Bennet, Colorado, also called for a national discussion on gun violence and non-partisan action.
“It has been a long time since Congress acted sensibly to keep deadly weapons out of the wrong hands,” he said.
King Sooper is owned by the Kroger company, which said the store would remain closed during the police investigation.
CNN’s Steve Almasy, Paul P. Murphy, Melissa Gray, Keith Allen, Kelsie Smith, Deanna Hackney, Dianne Gallagher and Joe Sutton contributed to this report.