The investigators said they were trying to determine whether the shootings were connected.
The deputies were called to Young’s Asian massage near Acworth, Georgia, for reports of a shootout, said Cherokee County Sheriff’s spokesman Howard J. Baker.
The deputies who responded found five people injured by firearms.
Two people were pronounced dead at the scene and three were transported to a hospital where one died.
The sheriff’s office is looking for a suspect they say was seen in a surveillance video at the crime scene.
Baker said investigators still don’t know why.
Acworth is about 30 miles northwest of downtown Atlanta.
Atlanta police said they responded to a theft call at the Gold Massage Spa on Piedmont Road in Atlanta.
The police found three people dead.
At the same time, they responded to the Aroma Therapy spa across the street, where they found a dead person, police said.
Police said the four victims were women and appeared to be Asian. They did not say whether they were employees or customers of the spas.
Atlanta police say they are at the beginning of the investigation and have not described the reason.
This story is developing. Check back for updates.