The attack in Boulder ended with an injured, shirtless suspect being led away from the King Soopers market.
The shooting was live-streamed by witnesses and broadcast on YouTube.
The incident began around 14:30 local time (20:30 GMT) when the suspect entered the grocery store and began firing.
The Boulder police tweeted some 20 minutes later that there was an "Active Shooter at the King Soopers on Table Mesa" street.
