Police said they found the body of the gunman, Radcliffe F. Haughton of Brown Deer, in the spa, dead of an apparent self-inflicted gunshot, WISN-TV, Milwaukee reported.
Brookfield Police Chief Daniel Tushaus confirmed late Sunday Haughton's body was found in a section of the building that was the last to be searched and where police had found what they believed was an improvised explosive device, WISN-TV said.
Froedtert Hospital officials said late Sunday the four surviving gunshot victims were all females with non-life-threatening wounds. Two were being treated in the emergency department and two faced surgery.
One witness, David Gosh of West Allis, told the Milwaukee Sentinel Journal he saw a screaming woman run into traffic on Moorland Road.
"She ran right out into the street was pounding on cars," Gosh said, adding moments later a man showed up with a handgun and appeared to be chasing her.
At that point, he said, police arrived and the gunman ran back inside the spa.
"He was the shooter," Gosh said. "He was looking for an escape route."
Brown Deer Police Chief Steven Rinzel said Haughton was the father of an adult daughter and a high school-age daughter, WISN-TV said. Both were found safe, the TV station said.
Thomas Ahern, a spokesman for the U.S. Bureau of Alcohol, Tobacco, Firearms and Explosives, told CNN, the shooting rampage was being investigated as a possible domestic-related incident.
The shooting occurred about 11 a.m. CDT at the Azana Salon & Spa on Moorland Road, across the street from Brookfield Square shopping mall.
Efforts to clear the two-story building that houses the day spa were hampered by the presence of what appeared to be an improvised explosive device, the Journal Sentinel said.
Leonard Peace, spokesman for the FBI's Milwaukee office, said a SWAT team, hostage negotiators, victim specialists and command staff were deployed to the scene in support of Brookfield Police, the newspaper reported. ATF agents were also on the scene.
Multiple roads were blocked off, including the ramps to Interstate 94. Brookfield Square mall and Westmoor Country Club were under lockdown.
Gov. Scott Walker said he and his wife Tonette were sending their thoughts and prayers to the victims. "Senseless acts of violence leave us with heavy hearts and many questions," Walker said in a statement. "Our state will stand with the victims and their families, and we will provide them with the law enforcement and community support they need to heal in the coming days."
The White House said President Obama called Walker and Brookfield Mayor Steven Ponto "to express his condolences for the lives lost and his concern for those who were injured in today's tragic shooting."
The White House said in a statement that Obama told the governor and mayor he had told FBI Director Robert Mueller "to make sure that the federal government continues to provide whatever resources are necessary to support the ongoing response and investigation to this horrible event."
The president also told them "the citizens of Wisconsin and Brookfield, as well as the brave first responders, were in his and the first lady's thoughts and prayers and asked them to identify any additional needs for support as the investigation progresses."
Republican vice presidential nominee Paul Ryan, a congressman from Wisconsin, said in a statement that he and his wife Janna "were shocked and saddened" by the shooting spree, which occurred about two months after a white supremacist opened fire at a Sikh temple in Oak Creek, Wis., killing six members and wounding three other people.
"As our community continues to heal from August's tragic violence, our thoughts and prayers are with today's victims and their loved ones," Ryan said. "Our gratitude also goes to the first responders who rushed to save lives and secure the scene. We will not allow the evil responsible for this heartbreaking event to triumph over the spirit of the people of Wisconsin. I ask all Americans to keep those affected by this event in their hearts, minds, and prayers today."