At least three people, including a gunman, have been killed in a shooting in New Jersey, US, police and law enforcement officials say.

Friday's incident happened inside Pathmark supermarket in Old Bridge, a suburb 30km from New York, officials said.

According to New York's WABC television, the shooting took place around 4:00 am local time (0800 GMT) inside a Pathmark store.

Several employees were inside the store, which was preparing to open at 6am. Two windows near the entrance to the Pathmark have been shot out, officials said.

The Asbury Park Press, a local newspaper, quoted Old Bridge Mayor Owen Henry saying that the killer was an ex-marine who arrived at the supermarket wearing camouflage and carrying a Kalashnikov assault rifle and a pistol.

He shot a young man and a young woman dead, then himself, the mayor was quoted as saying. The shooter had been working at the store for about two weeks, according to the report.

Store employees were stocking shelves when the gunman entered, WABC television reported.