At least two people are dead and another person is injured, cops said.
Sources told Denver7 that there were two shooters — both male. They were still at large as of 6:30 p.m. local time.
Authorities have been asking people near the store, which is in the city of Thornton, to stay away and avoid area as they assess the scene.
The Walmart has been evacuated and police are currently responding.
The Thornton Police Department sent a tweet out saying they were not treating the incident as an “active shooter” situation, but wouldn’t say whether anyone was in custody.
The FBI is reportedly en route to assist in the investigation.
Video captured outside the Walmart showed a large police presence. It was not immediately clear if the suspects were still inside shooting at the time.
Thornton is a relatively small city that sits roughly 12 miles north of Denver.
The Walmart is located about 23 miles from Columbine High School in Littleton, where the Columbine massacre happened — and 18 miles from the Century 16 movie theater in Aurora, which was the sight of the Colorado theater shooting.
Wednesday’s incident was first reported around 6 p.m. local time.
Local reporter Gregory Nieto, of KDVR, described on Twitter how Walmart workers used whatever they could find to protect themselves during the shooting.
“Employees used shopping carts to shield themselves in parking lot from shooter!” he tweeted, along with a picture showing one of the carts.
Thornton police officials released information about the victims on their Twitter page, saying the two people that were killed were both adult males and the person who was wounded was an adult female. The extent of her injuries is not clear.