The incident occurred at about 6:45 a.m. EDT during a live broadcast in Bedford County, when shots could be heard, sending the reporter and the person she was interviewing screaming and ducking for cover.
The station, WDBJ7 in Roanoke, Virginia, said the reporter Alison Parker, 24, and the cameraman, Adam Ward, 27, died in the incident.
Parker and Ward were filming a feature segment for the morning news program at Bridgewater Plaza, a shopping and recreation plaza.
"We do not know the motive, we do not know who the killer is," Jeff Marks, the station's general manager, said on air.
Parker and Ward were engaged to be married to other people.