Kansas City police say NFL linebacker Jovan Belcher shot his girlfriend early Saturday, before driving to the nearby Arrowhead Stadium where he turned the gun on himself.

Authorities say they received a call early Saturday, from a woman claiming her daughter had been shot. It was later clarified that it was Belcher’s mother who made the call.

"When we arrived, a lady informed us that her daughter had been shot multiple times by her boyfriend, by the daughter's boyfriend," Kansas City Police spokesperson Darin Snapp told The Associated Press. "She identified him as a Chiefs player."

A short while later, Snapp said, police received another call about someone at the Arrowhead Stadium complex, located approximately 8 kilometres away from the initial shooting, standing at the doors to the practice facility pointing a gun to his own head.

"The description matched the suspect description from that other address. We kind of knew what we were dealing with," Snapp said.

Snapp said Belcher was talking to the Kansas City Chiefs' general manager Scott Pioli and head coach Romeo Crennel before he pulled the trigger.

The coaches told police they did not feel threatened at any time.

"They said the player was actually thanking them for everything they'd done for him," Snapp said. "They were just talking to him and he was thanking them and everything. That's when he walked away and shot himself."

Police identified Belcher's girlfriend as Kasandra Perkins, 22. Perkins and Belcher had a 3-month-old daughter.

While authorities did not release a possible motive for the murder-suicide, police said the couple had been arguing recently.

Chiefs chairman and CEO Clark Hunt released a statement Saturday following the incident.

“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,” Hunt said. He said the organization will continue to co-operate with the authorities as the investigation continues.

Later Saturday afternoon, the team announced its Sunday game against the Carolina Panthers would proceed as scheduled with Crennel coaching.

The NFL also released a statement Saturday, stating that it had connected the Chiefs with its national team of professional counsellors to support team members and the affected families.

Belcher, 25, played his entire four-year NFL career with the Chiefs. This year, he'd played in each of the team's 11 games to date.

Following the incident, Kansas City Mayor Sly James said he hopes people will not rush to judge those involved.

"I hope people will look at the situation and try not to judge the person. There are a lot of people hurting. There's a young baby right now without parents," he said.

Belcher is just one of several NFL players and retirees who died from self-inflicted gunshot wounds in recent years.

Last May, retired NFL star Junior Seau shot himself in the chest at his California home.

Earlier this year, the NFL created a grant to help establish the NFL Life Line. The 24-hour phone service connects players, coaches, officials and staff with counsellors.

With files from The Associated Press