Belcher had a gun to his head in the parking lot when officers arrived and he pulled the trigger while walking away.
A Chiefs spokesman told NFL.com Belcher was talking to General Manager Scott Pioli and head coach Romeo Crennel when police arrived. Neither said they felt threatened by Belcher, who reportedly thanked them for everything they had done for him.
"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," team chairman and CEO Clark Hunt said in a written statement.
Belcher, 25, turned the gun on himself not long after he allegedly shot Kasandra Perkins, described as his girlfriend and mother of his 3-month-old child. The 22-year-old woman was fatally wounded at a nearby residence and died at a hospital.
A police spokesman said the first shooting occurred around 7:50 a.m. CST. The call at Arrowhead Stadium was received at 8:10 a.m.
The Dallas Morning News said one of Perkins' family members in Austin, Texas, confirmed that she had lived recently in Dallas.
Belcher, a native of West Babylon, N.Y., joined the Chiefs as an undrafted free agent from the University of Maine in 2009. He earned a starting spot last in 2011 and this year started 10 of the 11 games he had played in, logging 38 tackles.
University of Maine football Coach Jack Cosgrove described the incident as an "indescribably horrible tragedy. At this difficult time, our thoughts and prayers are with Jovan, Kasandra and their families."
Belcher was named the CAA Football Preseason Defensive Player of the Year as a senior in 2008, racking up 293 tackles, 44 tackles for loss and 18 sacks in 44 career games for the Black Bears.