According to Kansas City's KCTV 5 News, police are investigating two fatal shootings, the first of which was reported at 8am local time at a private residence in the city and the second a short time later at the Chiefs' practice facility near Arrowhead Stadium.
The report claimed authorities said the unnamed Chiefs player killed his girlfriend and then drove to the practice facility, where he turned a gun on himself.
A statement on the Chiefs' official website, kcchiefs.com, confirmed an incident had occurred outside the stadium and that an investigation was under way.
"We can confirm that there was an incident at Arrowhead earlier this morning. We are co-operating with authorities in their investigation," the statement read.
The Kansas City Star later reported that 25-year-old Chiefs linebacker Jovan Belcher had been named by police as the player involved in the double shooting.
A Kansas City Police spokesman earlier confirmed details of the incidents to the official NFL website.
"About (7.50am), we got a call to a residence, in regards to a shooting, on the 5400 block of Crysler Ave," the spokesman said in quotes reported on nfl.com.
"We arrived and the lady there informed us that her daughter had been shot by her on-again, off-again boyfriend. The young woman was taken to a local hospital, where she died a short time later.
"At about 8.10am, we received a call to the Arrowhead practice facility in regards to a black male armed with a gun in the parking lot, and he matched the description of the shooting suspect.
"Officers arrived, saw a black man with a gun to his head, and some Chiefs employees. As the officer got out of his car, he heard a gunshot. It appeared the individual shot himself. He was transported to a local hospital, where he was pronounced dead."
The police spokesman confirmed to the NFL website that general manager Scott Pioli and coach Romeo Crennel were among three Chiefs employees seen with the player before he shot himself.
The Chiefs are due to host the Carolina Panthers at Arrowhead Stadium on Sunday.
According to a report in the Charlotte Observer, the Panthers have been advised by the league to make the journey to Kansas City as scheduled.
Chiefs chairman and chief executive Clark Hunt later expressed the club's sadness at the day's events.
"The entire Chiefs family is deeply saddened by today's events, and our collective hearts are heavy with sympathy, thoughts and prayers for the families and friends affected by this unthinkable tragedy," he said in a statement.
"We sincerely appreciate the expressions of sympathy and support we have received from so many in the Kansas City and NFL communities, and ask for continued prayers for the loved ones of those impacted.
"We will continue to fully co-operate with the authorities and work to ensure that the appropriate counselling resources are available to all members of the organisation."