Three victims were killed, local media reported citing the Oklahoma Highway Patrol.
A spokeswoman for the police in Duncan, Oklahoma, confirmed the shooting but said she had no information on the victims' condition. Oklahoma Highway Patrol officials could not immediately be reached for comment.
Duncan is a town of roughly 22,000 people located about 80 miles (129 km) south of Oklahoma City.
The violence comes on the heels of a shooting in Fresno, California, that saw at least four killed as people gathered in a backyard to watch a football game, with at least one shooter still unaccounted for.
California was also hit by a school shooting in Santa Clarita last week in which a 16-year-old boy shot and killed two classmates before turning the gun on himself, and a San Diego shooting on Saturday that saw a man kill his estranged wife and three of their young sons before killing himself.
In August, a man killed 22 people at an El Paso, Texas, Walmart and injured 26 others. He is accused of deliberately targeting Mexicans and has pleaded not guilty.