Police were searching the sprawling campus of the 10,000-member church for reported bombs that may have been part of the shooting.
Officers said the gunman opened fire 30 minutes after a service ended and as many as 7000 people took shelter in buildings or fled as the congregation locked down.
Of the four wounded, three were admitted to Penrose Hospital, where one was listed in critical condition, one in fair condition and a third in good condition.
The status of the fourth victim was not available.
Pastor Brady Boyd said one of the dead was a New Life member.
"My heart is broken," he said.
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