A suspect is in custody, Boulder Police Chief Maris Herold said, but authorities did not share any information on his identity, the type of weapon used or any possible motive.
"We will work around the clock to get this accomplished," she said, adding that such a complex investigation will take at least five days to complete.
The fatal shooting at the King Soopers store comes less than a week after shooting attacks at three spas in the Atlanta area left eight people dead.
While Boulder police investigate Monday's massacre, witnesses shared their experience with the terror and panic inside the store.
Steven McHugh said his son-in-law and two granddaughters were there when a gunman attacked.
His son-in-law, Paul, was third in line for a Covid-19 vaccine and his seventh- and eighth-grade granddaughters were on the phone with their grandmother. On the other end of the phone, their grandmother heard at least eight shots ring out.
The woman at the front of the line was shot, McHugh told CNN's Don Lemon. Paul grabbed the girls and hurried them upstairs to take cover in a coat closet above the pharmacy, he said. The girls said they were afraid because the coats weren't long enough to hide their feet.
"The intensity, the awfulness is going to last for the rest of their lives," he said.
Ryan Borowski told CNN he was shopping at the store when he heard the first shots, and by the third one, everyone was running. He said he couldn't believe it happened in his town.
"Boulder feels like a bubble, and the bubble burst," Borowski said. "This feels like the safest spot in America, and I just nearly got killed for getting a soda and a bag of chips."
He added: "It doesn't feel like there's anywhere safe anymore."
The slain officer, 51-year-old Eric Talley, was one of the first to respond to the scene, according to Herold. Talley had joined the Boulder police force in 2010, she said.
"He was, by all accounts, one of the outstanding officers of the Boulder Police Department, and his life was cut far too short," Boulder County District Attorney Michael Dougherty said.
Officials did not disclose the identity of any of the other victims, saying they needed to first notify family members.
What authorities say happened
The Boulder police tweeted about 2:49 p.m. (4:49 p.m. ET) that there was an "Active Shooter at the King Soopers on Table Mesa. AVOID THE AREA."
In scanner traffic, officers radioed that they were in a gunfight. They continued to report that they were being fired at with multiple rounds through at least 3:21 p.m. local time.
Ambulances and multiple law enforcement agencies arrived at the store, which is part of a large shopping center with a two-story strip mall next door.
"He's armed with a rifle, our officers shot back and returned fire -- we do not know where he is in the store," an officer said, according to a transcript of the audio.
One senior law enforcement source told CNN the weapon used in the shooting was an AR-15-style rifle.
CNN affiliate KMGH's helicopter recorded police leading several people away from the store.
At one point, police were also seen moving on the roof. The reason for the roof movements was unclear, but one witness who spoke to CNN affiliate KCNC said his relatives in the store were evacuated through the roof.
"They hid, ran upstairs, were hiding in a coat closet for the last hour," the man said. "Half a dozen cops came in through the roof and got them and then told them, you know, 'Stay quiet.'"
As events unfolded, KMGH's helicopter recorded a shirtless man being taken from the supermarket. The man had what appeared to be blood on his arm and right leg and his hands appeared to be cuffed behind him as two officers escorted him away. The man was taken away in an ambulance.
It was unclear whether the man was involved in the reported active shooting inside the store.
Calls for action against gun violence
In the US so far this year, there have been at least six mass shootings with four or more killed.
On the heels of the three spa shootings in Atlanta, the latest attack stoked calls for action and expressions of fear.
"This past weekend it was a house party in Philadelphia. And last week it was an armed attack on Asian American women in the Atlanta area," former Arizona Congresswoman Gabrielle Giffords, who is a shooting survivor, said in a statement. "This is not normal, and it doesn't have to be this way. It's beyond time for our leaders to take action."
The tragedy in Colorado feels especially personal, Giffords said, considering how the shooting she survived outside a Tucson grocery store devastated her community.
Colorado Senator Michael Bennet also called for a national gun violence conversation and nonpartisan action.
"It's long past time for Congress to take meaningful action to keep deadly weapons out of the wrong hands," he said.
The National Rifle Association tweeted on Monday quoting the Constitution's second amendment: "A well regulated militia, being necessary to the security of a free state, the right of the people to keep and bear arms, shall not be infringed."
King Sooper is owned by the Kroger company, which said the store will remain closed during the police investigation.
"The entire Kroger family offers our thoughts, prayers and support to our associates, customers, and the first responders who so bravely responded to this tragic situation," the company said via its verified Twitter account.