One of the slain Marines was a woman, The Washington Post reported. A spokesman said all three Marines were in the same unit and described the shootings as an "isolated incident."
"At no point was this suspected to be a mass shooting," Capt. Eric Flanagan, a Marine at the Pentagon, said.
The first call about the incident came in at about 10:30 p.m. Thursday at a barracks at the school on Marine Base Quantico, the Post said, although there were no reports of shots fired. The base was put on lockdown at 11 p.m.
The gunman seized a female Marine and shot her and later himself, investigators said.
Col. David Maxwell, the Quantico commander, said early reports the gunman was engaged in a standoff on the base were erroneous. But he said the second shooting occurred some time after the first one.
All three of the dead knew each other. An officer who didn't want his name used told the Post investigators are trying to determine the motive for the violence, including the possibility of a romantic relationship.