Police, who did not give the precise number of victims, said all those who died were adults but that the cause of the incident on Saturday evening in W|renlingen was unknown.
A news conference would take place later on Sunday.
Neighbours alerted police after hearing gunshots after 11 pm (2100 GMT) and officers subsequently discovered several dead bodies inside and outside a building.
Emergency services workers, however, had been unable to give a cause of death, police said in a statement.
The identification of the victims was underway.