Two women died on Sunday at a Kentucky church in a shooting spree that began when a state trooper was wounded after making a traffic stop, police said. The suspect in both shootings was also killed.

The suspect carjacked a vehicle after the traffic stop near Lexington's airport and fled to Richmond Road Baptist Church, where he opened fire, Lexington police Chief Lawrence Weathers said. Killed in the shootings at the church were a 72-year-old woman and a 32-year-old woman, the local coroner said.

Two other people were wounded at the church and taken to a local hospital, the police chief said. One victim sustained critical injuries and the other was in stable condition, Weathers said.

The suspect, who was shot by police and died at the scene, was not immediately identified pending notification of family, he said.

"Preliminary information indicates that the suspect may have had a connection to the individuals at the church," the police chief said at a news conference.

The trooper stopped the vehicle after receiving a "licence plate reader alert" and was shot at about 11:30 a.m., Weathers said, adding the trooper was in stable condition.

Police tracked the carjacked vehicle to the Baptist church, located about 26 kilometres from where the trooper was shot, the police chief said.

The shootings remain under investigation, Weathers said.

Fayette County Coroner Gary Ginn said the church is home to a small, tight-knit congregation.

"Please pray for everyone affected by these senseless acts of violence, and let's give thanks for the swift response by the Lexington Police Department and Kentucky State Police," Kentucky Gov. Andy Beshear said in a social media post.

State Attorney General Russell Coleman said detectives with his office were ready to support local and state agencies. "Today, violence invaded the Lord's House," he said in a statement. "The attack on law enforcement and people of faith in Lexington shocked the entire Commonwealth."