The FBI is on its way to Fort Bliss in west Texas to examine a shooting at a convenience store on the base that left a man dead and two women wounded, according to base spokesman Dieter Jester.
The man, who authorities say shot the females, was shot and killed by law enforcement officers on the pedestal.
It's unclear what may have been the motive for the gunfire or even if the man or his victims are in the military, or are civilians.
The police officers who killed the alleged gunman responded within three to four minutes because their offices are very close to the base shopping area.
Fort Bliss is located near to the Mexican border near El Paso, Texas, but straddles the Texas-New Mexico border. Most of the base is situated in New Mexico, but the main headquarters is in Texas.
The base is residence to the First Armored Division. President Barack Obama visited there last month to meet the troops and mark the end of the authorized combat mission in Iraq.