Louisville police tweeted that the "suspected shooter has been neutralized," adding, "There is no longer an active aggressor threat."

Louisville Mayor Craig Greenberg tweeted that residents should avoid the area around Slugger Field until further notice.

Kentucky Gov. Andy Beshear said he is heading to the scene.

"Please pray for all of the families impacted and for the city of Louisville," he tweeted.

FBI and ATF agents are assisting with the incident.

The family of the suspected gunman, 25-year-old Connor Sturgeon, issued a statement Monday night expressing their sorrow, also saying "there were never any warning signs or indications he was capable of this shocking act."

"No words can express our sorrow, anguish, and horror at the unthinkable harm our son Connor inflicted on innocent people, their families, and the entire Louisville community," the Sturgeon family said. "We mourn their loss and that of our son, Connor. We pray for everyone traumatized by his senseless acts of violence and are deeply grateful for the bravery and heroism of the Louisville Metropolitan Police Department."

"While Connor, like many of his contemporaries, had mental health challenges which we, as a family, were actively addressing, there were never any warning signs or indications he was capable of this shocking act," the family said. "While we have many unanswered questions, we will continue to cooperate fully with law enforcement officials and do all we can to aid everyone in understanding why and how this happened."

-ABC News' Alondra Valle