The store in Chesapeake was busy just before the shooting Tuesday night with people stocking up ahead of the Thanksgiving holiday, a shopper told a local TV station.
There was no clear motive for the shooting, which also left four people in the hospital, police chief Mark G Solesky said.
The gunman's home was searched, but Solesky did not give his name, only saying he was a Walmart employee, because his family had not been notified.
"I am devastated by the senseless act of violence that took place late last night in our city," Mayor Rick W West said in a statement posted on the city's Twitter account Wednesday. "Chesapeake is a tightknit community and we are all shaken by this news."
Joetta Jeffery told CNN that she received text messages from her mother who was inside the store when the shots were fired. Her mother, Betsy Umphlett, was not injured.
"I'm crying, I'm shaking," Jeffery said. "I had just talked to her about buying turkeys for Thanksgiving, then this text came in."
A database run by The Associated Press, USA Today and Northeastern University that tracks every mass killing in America going back to 2006 shows this year has been especially bad.
The US has now had 40 mass killings so far this year, second to the 45 that occurred for all of 2019. The database defines a mass killing as at least four people killed, not including the killer.
The attack at the Walmart came three days after a person opened fire at a gay nightclub in Colorado, killing five people and wounding 17. Earlier in the year, the country was shaken by the deaths of 21 when a gunman stormed an elementary school in Uvalde, Texas.
Tuesday's shooting also brought back memories of another at a Walmart in 2019, when a gunman police say was targeting Mexicans opened fire at a store in El Paso, Texas, and killed 22 people.
The shooting had apparently stopped when police arrived at the store in Chesapeake, said Kosinski, the police official. The city is Virginia's second-largest and lies next to the seaside communities of Norfolk and Virginia Beach.
One man was seen wailing at a hospital after learning that his brother was dead, and others shrieked as they left a conference centre set up as a family reunification centre, The Virginian-Pilot reported.
Walmart tweeted early Wednesday that it was "shocked at this tragic event."
US Senator Mark Warner said in a tweet that he was "sickened by reports of yet another mass shooting, this time at a Walmart in Chesapeake."
State Senator Louise Lucas echoed Warner's sentiment, tweeting that she was "absolutely heartbroken that America's latest mass shooting took place in a Walmart in my district."
