0218 GMT August 25, 2019
The bodies of two men and a woman were found on Saturday by officers who were called to the home in the southern part of the city, Press TV reported.
Police also found an injured woman, who was taken to local hospital, but then was transported by helicopter to a trauma care center in Lubbock, Texas.
"We are in the very early stages of the investigation and have no known motive," said Roswell police spokesman Todd Wildermuth.
Wildermuth said that the shooting happened shortly before officers arrived at the scene.
The identities of the victims were unknown, but police are interviewing neighbors as part of the investigation.
More than 8,000 people have been killed and nearly 17,000 others have been injured by gun in the United States since the beginning of this year, according to the Gun Violence Archive.
Gun production in the United States has more than doubled under US President Barack Obama, a new report has found.