At least four people were killed and several injured in a Saturday night shooting in the US state of Alabama, police said, as multiple reports said the victims had been celebrating a teen birthday party.

Local news reports said the shooting occurred at a Sweet 16 birthday party at a dance studio in Dadeville, a small town northeast of the state capital Montgomery, with at least 20 people shot.

"Currently there have been four confirmed fatalities and multiple injuries," the Alabama Law Enforcement Agency said in a statement Sunday, without stating whether a suspect has been detained or identified.

Local media and witnesses have said several wounded people, many of them teens, were transported to local hospitals for medical attention.

Annette Allen said her grandson Phil Dowdell, a high school senior due to graduate within weeks, was among those who died. He was celebrating his sister Alexis's 16th birthday when gunfire ripped through the party.

"He was a very, very humble child. Never messed with anybody. Always had a smile on his face," Allen told the Montgomery Advertiser, adding that Dowdell's mother was also shot and wounded.

"Everybody's grieving," Allen said of the small community.

ALEA provided no further details on the incident, and said its State Bureau of Investigations has launched a probe together with Dadeville police and federal agencies including the FBI.

Television station WRBL of nearby Columbus, Georgia reported heavy police activity overnight and crime scene tape around a building in Dadeville, where it said white sheets could be seen covering parts of the floor.

State leaders took to Twitter Sunday offering prayers and decrying violence but they did not provide details on what happened.

"This morning, I grieve with the people of Dadeville and my fellow Alabamians," state Governor Kay Ivey posted. "Violent crime has NO place in our state, and we are staying closely updated by law enforcement as details emerge."

US Senator Tommy Tuberville of Alabama, called the shooting "heartbreaking."

The United States, a country of around 330 million people, is awash with some 400 million guns, and deadly mass shootings are a regular occurrence.

Efforts to tighten gun controls have for years run up against opposition from Republicans, staunch defenders of the constitutional right to bear arms. The political paralysis endures despite widespread outrage over recurring shootings.

Police late Saturday confirmed two people were killed and four others wounded in a shooting that day at a crowded park in Louisville, Kentucky, the same city where a bank employee slaughtered five people at his workplace last Monday.